+32.7%
KO vs DASH
-21.8%
+54.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -0.8% | -12.8% | +12.0% | -1.3% |
| 30D | +0.8% | -6.0% | +6.8% | +0.6% |
| 3M | +8.3% | +26.7% | -18.4% | +10.6% |
| 6M | +14.0% | +11.7% | +2.3% | +15.3% |
| YTD | +26.9% | -12.9% | +39.8% | +25.8% |
| 1Y | +32.7% | -23.1% | +55.8% | +28.7% |
| All | +32.7% | -21.8% | +54.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling