+114.1%
DASH vs OXY
-4.2%
+118.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -4.8% | -8.2% | +3.4% | -4.9% |
| 30D | -7.9% | -7.2% | -0.7% | -8.1% |
| 3M | -16.3% | +0.2% | -16.5% | -16.7% |
| 6M | +10.4% | +6.1% | +4.3% | +9.0% |
| YTD | -20.1% | +37.5% | -57.6% | -25.6% |
| 1Y | -11.4% | +37.7% | -49.1% | -17.6% |
| 3Y | +114.1% | -2.8% | +116.8% | +105.3% |
| All | +114.1% | -4.2% | +118.3% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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