-23.1%
DASH vs OSCR
+56.5%
-79.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.9% |
| 7D | -12.8% | +4.7% | -17.5% | -13.7% |
| 30D | -6.0% | +14.8% | -20.8% | -8.7% |
| 3M | +26.7% | +16.7% | +10.0% | +22.2% |
| 6M | +11.7% | +127.5% | -115.8% | -6.5% |
| YTD | -12.9% | +121.0% | -133.9% | -27.4% |
| 1Y | -23.1% | +58.4% | -81.5% | -32.7% |
| All | -23.1% | +56.5% | -79.6% | -32.7% |
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