-17.2%
DASH vs OSCR
+104.5%
-121.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.6% | -0.2% | +6.6% |
| 7D | +17.2% | +15.5% | +1.7% | +13.9% |
| 30D | +3.6% | +8.5% | -5.0% | +1.8% |
| 3M | -1.9% | +15.8% | -17.7% | -5.3% |
| 6M | +15.1% | +89.5% | -74.4% | -0.1% |
| YTD | -12.3% | +144.9% | -157.2% | -28.7% |
| 1Y | -17.2% | +105.1% | -122.3% | -31.6% |
| All | -17.2% | +104.5% | -121.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling