+115.3%
KO vs DASH
-2.1%
+117.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +2.2% | -2.8% | +5.0% | +2.3% |
| 30D | +10.1% | -9.3% | +19.3% | +10.2% |
| 3M | +12.2% | -15.1% | +27.3% | +12.4% |
| 6M | +25.1% | +8.7% | +16.4% | +25.0% |
| YTD | +41.3% | -21.3% | +62.6% | +41.8% |
| 1Y | +41.1% | -12.7% | +53.7% | +41.2% |
| 3Y | +86.3% | +103.8% | -17.5% | +82.2% |
| 5Y | +97.8% | -16.8% | +114.6% | +86.9% |
| All | +115.3% | -2.1% | +117.4% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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