-4.5%
DASH vs O
+37.1%
-41.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.8% | +3.3% | -8.1% | -6.2% |
| 30D | -7.9% | +10.3% | -18.3% | -11.8% |
| 3M | -16.3% | -3.5% | -12.9% | -15.0% |
| 6M | +10.4% | -1.3% | +11.7% | +10.6% |
| YTD | -20.1% | +10.3% | -30.4% | -25.0% |
| 1Y | -11.4% | +10.4% | -21.8% | -16.9% |
| 3Y | +114.1% | +40.0% | +74.1% | +66.3% |
| 5Y | -5.8% | +12.4% | -18.1% | -14.8% |
| All | -4.5% | +37.1% | -41.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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