-5.2%
DASH vs U
-69.7%
+64.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -2.2% |
| 7D | +0.4% | +36.6% | -36.2% | -11.9% |
| 30D | -6.0% | +13.3% | -19.4% | -11.7% |
| 3M | -15.8% | +26.2% | -41.9% | -24.5% |
| 6M | +7.0% | +88.7% | -81.8% | -18.8% |
| YTD | -20.7% | +16.6% | -37.2% | -31.1% |
| 1Y | -8.5% | +29.0% | -37.5% | -24.4% |
| 3Y | +101.8% | +99.5% | +2.3% | +13.7% |
| 5Y | -9.6% | -66.1% | +56.5% | +14.0% |
| All | -5.2% | -69.7% | +64.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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