-5.1%
DASH vs OMC
+66.7%
-71.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.2% |
| 7D | +0.5% | +7.6% | -7.0% | -2.7% |
| 30D | -7.1% | +16.0% | -23.0% | -13.0% |
| 3M | -13.2% | +7.7% | -20.9% | -16.0% |
| 6M | +8.3% | +14.5% | -6.2% | +1.4% |
| YTD | -20.6% | +11.2% | -31.8% | -25.2% |
| 1Y | -24.4% | +23.6% | -48.0% | -32.6% |
| 3Y | +94.5% | +24.7% | +69.8% | +63.2% |
| 5Y | -9.4% | +51.3% | -60.8% | -25.1% |
| All | -5.1% | +66.7% | -71.7% | -11.3% |
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