-16.8%
DASH vs U
-68.6%
+51.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -2.8% | +24.4% | -27.1% | -11.4% |
| 30D | -9.3% | +7.4% | -16.7% | -12.9% |
| 3M | -15.1% | +16.8% | -31.9% | -21.4% |
| 6M | +8.7% | +78.8% | -70.0% | -15.2% |
| YTD | -21.3% | +14.0% | -35.3% | -30.8% |
| 1Y | -12.7% | +16.7% | -29.4% | -24.5% |
| 3Y | +103.8% | +86.4% | +17.4% | +19.6% |
| 5Y | -16.8% | -71.5% | +54.7% | +40.9% |
| All | -16.8% | -68.6% | +51.8% | +40.9% |
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