-5.1%
DASH vs COR
+280.1%
-285.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -9.2% |
| 7D | +0.5% | +2.8% | -2.3% | +0.5% |
| 30D | -7.1% | +7.4% | -14.4% | -7.1% |
| 3M | -13.2% | +7.3% | -20.5% | -13.2% |
| 6M | +8.3% | +11.5% | -3.2% | +8.3% |
| YTD | -20.6% | +1.2% | -21.7% | -20.4% |
| 1Y | -24.4% | -3.3% | -21.1% | -24.3% |
| 3Y | +94.5% | +78.5% | +16.1% | +86.4% |
| 5Y | -9.4% | +183.0% | -192.4% | -14.5% |
| All | -5.1% | +280.1% | -285.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling