+153.0%
DASH vs U
+13.4%
+139.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -10.6% | -3.8% | -6.8% | -9.8% |
| 30D | +2.2% | +17.5% | -15.3% | -1.6% |
| 3M | +32.3% | +38.7% | -6.5% | +22.7% |
| 6M | +19.1% | +104.4% | -85.3% | +1.7% |
| YTD | -6.5% | -5.7% | -0.8% | -9.2% |
| 1Y | -14.9% | +3.7% | -18.6% | -19.6% |
| All | +153.0% | +13.4% | +139.6% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling