-27.5%
DASH vs OMC
+52.3%
-79.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.2% | +1.6% | -11.8% | -11.0% |
| 30D | -8.2% | +15.3% | -23.6% | -15.1% |
| 3M | -15.9% | +4.5% | -20.4% | -18.0% |
| 6M | +13.3% | +20.8% | -7.5% | +1.2% |
| YTD | -21.3% | +13.5% | -34.8% | -27.9% |
| 1Y | -11.1% | +25.2% | -36.4% | -23.9% |
| 3Y | +103.8% | +30.5% | +73.3% | +52.0% |
| All | -27.5% | +52.3% | -79.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling