-9.4%
DASH vs UL
+34.6%
-44.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -9.8% |
| 7D | +0.5% | +5.5% | -5.0% | -1.4% |
| 30D | -7.1% | +11.4% | -18.4% | -10.7% |
| 3M | -13.2% | +6.0% | -19.2% | -15.1% |
| 6M | +8.3% | +18.0% | -9.7% | +1.9% |
| YTD | -20.6% | +6.2% | -26.8% | -23.3% |
| 1Y | -24.4% | +1.5% | -25.9% | -25.8% |
| 3Y | +94.5% | +39.8% | +54.8% | +54.9% |
| 5Y | -9.4% | +34.3% | -43.8% | -32.2% |
| All | -9.4% | +34.6% | -44.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling