-16.8%
DASH vs OSCR
+106.2%
-123.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.3% |
| 7D | -2.8% | +3.3% | -6.0% | -3.3% |
| 30D | -9.3% | +0.3% | -9.6% | -9.4% |
| 3M | -15.1% | +21.0% | -36.0% | -18.3% |
| 6M | +8.7% | +57.1% | -48.3% | -1.3% |
| YTD | -21.3% | +132.9% | -154.2% | -34.1% |
| 1Y | -12.7% | +129.1% | -141.7% | -27.2% |
| 3Y | +103.8% | +370.7% | -267.0% | +23.5% |
| 5Y | -16.8% | +102.6% | -119.4% | -54.5% |
| All | -16.8% | +106.2% | -123.0% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling