+20.2%
DASH vs OSCR
-10.8%
+31.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.8% |
| 7D | -10.2% | -8.8% | -1.5% | -8.8% |
| 30D | -8.2% | -5.6% | -2.6% | -7.4% |
| 3M | -15.9% | +14.8% | -30.7% | -18.3% |
| 6M | +13.3% | +46.0% | -32.7% | +4.4% |
| YTD | -21.3% | +123.5% | -144.7% | -33.4% |
| 1Y | -11.1% | +116.2% | -127.4% | -25.0% |
| 3Y | +103.8% | +351.6% | -247.8% | +26.6% |
| 5Y | -21.6% | +157.5% | -179.1% | -52.5% |
| All | +20.2% | -10.8% | +31.0% | -23.4% |
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