-5.9%
DASH vs OMC
+70.0%
-75.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.8% | +6.8% | -9.6% | -5.6% |
| 30D | -9.3% | +16.2% | -25.4% | -15.2% |
| 3M | -15.1% | +6.0% | -21.1% | -17.3% |
| 6M | +8.7% | +17.7% | -9.0% | +0.5% |
| YTD | -21.3% | +13.5% | -34.8% | -26.6% |
| 1Y | -12.7% | +27.2% | -39.9% | -23.3% |
| 3Y | +103.8% | +30.4% | +73.4% | +66.7% |
| 5Y | -16.8% | +53.5% | -70.3% | -31.9% |
| All | -5.9% | +70.0% | -75.9% | -12.9% |
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