+66.4%
DASH vs AUR
-34.9%
+101.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -5.9% |
| 7D | -11.2% | +19.2% | -30.4% | -14.7% |
| 30D | -7.3% | -7.8% | +0.5% | -6.2% |
| 3M | +31.4% | +4.0% | +27.5% | +28.7% |
| 6M | +11.9% | +45.0% | -33.1% | -0.2% |
| YTD | -11.5% | +69.5% | -81.0% | -24.3% |
| 1Y | -20.0% | +13.0% | -33.0% | -25.5% |
| 3Y | +143.9% | +90.4% | +53.6% | +60.6% |
| 5Y | -0.2% | -34.2% | +33.9% | -22.4% |
| All | +66.4% | -34.9% | +101.3% | +28.7% |
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