+103.8%
DASH vs OMC
+31.9%
+71.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | +6.8% | -9.6% | -4.9% |
| 30D | -9.3% | +16.2% | -25.4% | -13.7% |
| 3M | -15.1% | +6.0% | -21.1% | -16.8% |
| 6M | +8.7% | +17.7% | -9.0% | +2.9% |
| YTD | -21.3% | +13.5% | -34.8% | -25.0% |
| 1Y | -12.7% | +27.2% | -39.9% | -19.8% |
| 3Y | +103.8% | +30.4% | +73.4% | +70.9% |
| All | +103.8% | +31.9% | +71.9% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling