+39.9%
KO vs DASH
-14.2%
+54.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +1.8% | -4.1% | +5.9% | +1.8% |
| 30D | +8.1% | -10.6% | +18.8% | +8.0% |
| 3M | +13.0% | -18.8% | +31.8% | +12.7% |
| 6M | +23.3% | +11.2% | +12.1% | +25.9% |
| YTD | +42.1% | -23.8% | +65.9% | +39.2% |
| 1Y | +39.9% | -12.2% | +52.1% | +38.3% |
| All | +39.9% | -14.2% | +54.1% | +38.3% |
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