+4.8%
DASH vs U
-75.0%
+79.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +6.4% |
| 7D | +17.2% | +7.5% | +9.7% | +13.9% |
| 30D | +3.6% | -7.0% | +10.6% | +6.2% |
| 3M | -1.9% | +20.6% | -22.4% | -9.9% |
| 6M | +15.1% | +53.2% | -38.1% | -4.3% |
| YTD | -12.3% | -3.9% | -8.4% | -17.0% |
| 1Y | -17.2% | +18.4% | -35.6% | -28.9% |
| 3Y | +114.7% | +53.6% | +61.1% | +36.4% |
| 5Y | -4.3% | -72.0% | +67.7% | +31.3% |
| All | +4.8% | -75.0% | +79.8% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling