-5.2%
DASH vs UL
+23.3%
-28.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | +0.4% | +1.1% | -0.8% | +0.1% |
| 30D | -6.0% | +8.2% | -14.3% | -8.0% |
| 3M | -15.8% | +4.5% | -20.3% | -16.7% |
| 6M | +7.0% | +12.6% | -5.6% | +3.7% |
| YTD | -20.7% | +3.5% | -24.2% | -22.2% |
| 1Y | -8.5% | -0.4% | -8.1% | -9.5% |
| 3Y | +101.8% | +36.0% | +65.8% | +75.0% |
| 5Y | -9.6% | +30.9% | -40.5% | -26.2% |
| All | -5.2% | +23.3% | -28.5% | -24.0% |
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