+143.9%
DASH vs OSCR
+402.4%
-258.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.6% |
| 7D | -11.2% | +10.7% | -21.8% | -12.2% |
| 30D | -7.3% | +18.3% | -25.6% | -9.1% |
| 3M | +31.4% | +20.5% | +10.9% | +28.4% |
| 6M | +11.9% | +138.5% | -126.6% | +1.2% |
| YTD | -11.5% | +129.7% | -141.2% | -19.9% |
| 1Y | -20.0% | +62.8% | -82.8% | -25.9% |
| 3Y | +143.9% | +411.8% | -267.8% | +54.6% |
| All | +143.9% | +402.4% | -258.5% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling