-7.0%
DASH vs UL
+31.0%
-37.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | +0.4% | +1.1% | -0.8% | 0.0% |
| 30D | -6.0% | +8.2% | -14.3% | -8.8% |
| 3M | -15.8% | +4.5% | -20.3% | -17.1% |
| 6M | +7.0% | +12.6% | -5.6% | +2.4% |
| YTD | -20.7% | +3.5% | -24.2% | -22.7% |
| 1Y | -8.5% | -0.4% | -8.1% | -9.7% |
| 3Y | +101.8% | +36.0% | +65.8% | +62.4% |
| All | -7.0% | +31.0% | -37.9% | -29.7% |
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 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