+68.9%
DASH vs CORZ
+129.2%
-60.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.4% | -0.2% |
| 7D | -4.8% | +1.7% | -6.5% | -5.3% |
| 30D | -7.9% | -17.5% | +9.5% | -6.5% |
| 3M | -16.3% | -39.5% | +23.1% | -12.3% |
| 6M | +10.4% | -44.5% | +54.9% | +15.4% |
| YTD | -20.1% | -12.6% | -7.5% | -22.2% |
| 1Y | -11.4% | -37.0% | +25.6% | -10.3% |
| All | +68.9% | +129.2% | -60.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling