+50.2%
DASH vs AUR
-53.5%
+103.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.5% |
| 7D | -4.8% | +9.9% | -14.7% | -6.9% |
| 30D | -7.9% | -20.2% | +12.3% | -4.0% |
| 3M | -16.3% | -34.1% | +17.8% | -9.7% |
| 6M | +10.4% | -34.3% | +44.7% | +17.4% |
| YTD | -20.1% | +21.1% | -41.2% | -27.1% |
| 1Y | -11.4% | +7.6% | -19.1% | -17.4% |
| 3Y | +114.1% | +159.8% | -45.7% | +24.9% |
| 5Y | -5.8% | -53.9% | +48.1% | -23.9% |
| All | +50.2% | -53.5% | +103.7% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling