+101.8%
DASH vs O
+37.3%
+64.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | +3.7% | -3.3% | 0.0% |
| 30D | -6.0% | +11.2% | -17.2% | -6.8% |
| 3M | -15.8% | -4.0% | -11.8% | -15.8% |
| 6M | +7.0% | -5.2% | +12.2% | +7.0% |
| YTD | -20.7% | +9.5% | -30.1% | -22.1% |
| 1Y | -8.5% | +10.6% | -19.1% | -10.4% |
| 3Y | +101.8% | +38.1% | +63.7% | +78.4% |
| All | +101.8% | +37.3% | +64.5% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling