-5.2%
DASH vs O
+36.1%
-41.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +0.4% | +3.7% | -3.3% | -1.2% |
| 30D | -6.0% | +11.2% | -17.2% | -10.4% |
| 3M | -15.8% | -4.0% | -11.8% | -14.2% |
| 6M | +7.0% | -5.2% | +12.2% | +9.2% |
| YTD | -20.7% | +9.5% | -30.1% | -25.2% |
| 1Y | -8.5% | +10.6% | -19.1% | -14.3% |
| 3Y | +101.8% | +38.1% | +63.7% | +58.0% |
| 5Y | -9.6% | +10.2% | -19.8% | -18.2% |
| All | -5.2% | +36.1% | -41.3% | +5.4% |
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