-4.5%
DASH vs UL
+24.4%
-28.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.8% | +0.3% | -5.0% | -4.9% |
| 30D | -7.9% | +7.0% | -14.9% | -9.6% |
| 3M | -16.3% | +5.8% | -22.1% | -17.6% |
| 6M | +10.4% | +16.1% | -5.7% | +6.2% |
| YTD | -20.1% | +4.5% | -24.6% | -21.8% |
| 1Y | -11.4% | -1.3% | -10.1% | -12.1% |
| 3Y | +114.1% | +35.0% | +79.1% | +86.6% |
| 5Y | -5.8% | +31.9% | -37.7% | -23.4% |
| All | -4.5% | +24.4% | -28.9% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling