-17.2%
DASH vs UL
+1.7%
-18.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.1% | +7.4% |
| 7D | +17.2% | +4.7% | +12.5% | +15.9% |
| 30D | +3.6% | +11.6% | -8.0% | +1.1% |
| 3M | -1.9% | +5.3% | -7.2% | -3.0% |
| 6M | +15.1% | +16.0% | -1.0% | +12.8% |
| YTD | -12.3% | +5.0% | -17.3% | -18.9% |
| 1Y | -17.2% | +1.1% | -18.4% | -23.5% |
| All | -17.2% | +1.7% | -18.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling