+42.4%
DASH vs AUR
-57.9%
+100.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -4.5% | -4.5% | 0.0% | -3.6% |
| 30D | -6.8% | -16.6% | +9.8% | -3.8% |
| 3M | -20.7% | -38.5% | +17.8% | -13.1% |
| 6M | +15.1% | -49.9% | +64.9% | +30.5% |
| YTD | -24.3% | +9.6% | -33.9% | -29.4% |
| 1Y | -12.1% | +1.2% | -13.3% | -17.0% |
| 3Y | +91.1% | +128.8% | -37.7% | +14.8% |
| 5Y | -30.3% | -57.9% | +27.6% | -41.7% |
| All | +42.4% | -57.9% | +100.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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