+143.9%
DASH vs AUR
+90.4%
+53.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.7% | -8.0% | -5.7% |
| 7D | -11.2% | +19.2% | -30.4% | -13.5% |
| 30D | -7.3% | -7.8% | +0.5% | -6.6% |
| 3M | +31.4% | +4.0% | +27.5% | +29.7% |
| 6M | +11.9% | +45.0% | -33.1% | +3.8% |
| YTD | -11.5% | +69.5% | -81.0% | -20.0% |
| 1Y | -20.0% | +13.0% | -33.0% | -23.8% |
| 3Y | +143.9% | +90.4% | +53.6% | +74.5% |
| All | +143.9% | +90.4% | +53.6% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling