-21.6%
DASH vs UL
+31.1%
-52.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -10.2% | -1.7% | -8.5% | -9.7% |
| 30D | -8.2% | +4.5% | -12.7% | -9.7% |
| 3M | -15.9% | +5.5% | -21.4% | -17.6% |
| 6M | +13.3% | +17.0% | -3.7% | +7.0% |
| YTD | -21.3% | +3.2% | -24.5% | -23.2% |
| 1Y | -11.1% | -1.9% | -9.3% | -11.7% |
| 3Y | +103.8% | +33.6% | +70.2% | +65.6% |
| 5Y | -21.6% | +31.5% | -53.1% | -41.4% |
| All | -21.6% | +31.1% | -52.8% | -41.4% |
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