-8.9%
DASH vs UL
+23.3%
-32.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -4.1% | -2.5% | -1.6% | -3.4% |
| 30D | -10.6% | +5.7% | -16.3% | -11.9% |
| 3M | -18.8% | +7.0% | -25.8% | -20.2% |
| 6M | +11.2% | +16.1% | -4.9% | +7.0% |
| YTD | -23.8% | +3.6% | -27.4% | -25.3% |
| 1Y | -12.2% | -1.4% | -10.8% | -12.8% |
| 3Y | +97.3% | +34.1% | +63.2% | +72.2% |
| 5Y | -29.8% | +32.0% | -61.8% | -42.5% |
| All | -8.9% | +23.3% | -32.2% | -27.0% |
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