-9.5%
DASH vs OMC
+68.4%
-77.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | -4.5% | +1.9% | -6.4% | -5.4% |
| 30D | -6.8% | +12.2% | -19.0% | -11.4% |
| 3M | -20.7% | +0.6% | -21.3% | -20.9% |
| 6M | +15.1% | +21.0% | -6.0% | +5.0% |
| YTD | -24.3% | +12.4% | -36.6% | -29.0% |
| 1Y | -12.1% | +25.4% | -37.6% | -22.3% |
| 3Y | +91.1% | +29.2% | +61.9% | +57.0% |
| 5Y | -30.3% | +52.6% | -82.9% | -42.6% |
| All | -9.5% | +68.4% | -77.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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