-5.2%
DASH vs OMC
+65.3%
-70.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +0.4% | +6.3% | -5.9% | -2.3% |
| 30D | -6.0% | +15.4% | -21.4% | -11.8% |
| 3M | -15.8% | +5.8% | -21.5% | -17.8% |
| 6M | +7.0% | +14.7% | -7.7% | +0.1% |
| YTD | -20.7% | +10.3% | -31.0% | -25.0% |
| 1Y | -8.5% | +23.2% | -31.8% | -18.5% |
| 3Y | +101.8% | +24.6% | +77.2% | +69.1% |
| 5Y | -9.6% | +50.1% | -59.7% | -24.9% |
| All | -5.2% | +65.3% | -70.5% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling