+33.0%
DASH vs OSCR
-11.8%
+44.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.9% |
| 7D | -12.8% | +4.7% | -17.5% | -13.6% |
| 30D | -6.0% | +14.8% | -20.8% | -8.5% |
| 3M | +26.7% | +16.7% | +10.0% | +22.5% |
| 6M | +11.7% | +127.5% | -115.8% | -5.2% |
| YTD | -12.9% | +121.0% | -133.9% | -26.1% |
| 1Y | -23.1% | +58.4% | -81.5% | -31.8% |
| 3Y | +140.0% | +392.4% | -252.4% | +45.2% |
| 5Y | -5.1% | +80.5% | -85.5% | -40.5% |
| All | +33.0% | -11.8% | +44.8% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling