-9.4%
DASH vs U
-67.9%
+58.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +14.9% | -24.3% | -14.9% |
| 7D | +0.5% | +24.3% | -23.8% | -8.4% |
| 30D | -7.1% | +8.6% | -15.6% | -11.1% |
| 3M | -13.2% | +37.6% | -50.8% | -24.8% |
| 6M | +8.3% | +78.5% | -70.2% | -15.6% |
| YTD | -20.6% | +10.5% | -31.0% | -29.3% |
| 1Y | -24.4% | +15.2% | -39.6% | -34.1% |
| 3Y | +94.5% | +76.6% | +18.0% | +17.0% |
| 5Y | -9.4% | -67.9% | +58.4% | +34.0% |
| All | -9.4% | -67.9% | +58.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling