-5.9%
DASH vs O
+37.3%
-43.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -10.2% | +0.6% | -10.8% | -10.5% |
| 30D | -8.2% | +9.4% | -17.7% | -11.8% |
| 3M | -15.9% | -2.4% | -13.5% | -15.0% |
| 6M | +13.3% | -1.9% | +15.2% | +13.9% |
| YTD | -21.3% | +10.5% | -31.8% | -26.1% |
| 1Y | -11.1% | +10.0% | -21.1% | -16.4% |
| 3Y | +103.8% | +40.5% | +63.3% | +58.0% |
| 5Y | -21.6% | +10.2% | -31.8% | -29.5% |
| All | -5.9% | +37.3% | -43.2% | +4.1% |
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