+7.4%
DASH vs UL
+23.5%
-16.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | -1.3% | -9.2% | -10.1% |
| 30D | +2.2% | +0.5% | +1.7% | +2.0% |
| 3M | +32.3% | +17.6% | +14.7% | +24.9% |
| 6M | +19.1% | -5.4% | +24.5% | +21.0% |
| YTD | -6.5% | +0.7% | -7.2% | -7.9% |
| 1Y | -14.9% | -9.3% | -5.6% | -12.7% |
| 3Y | +151.9% | +24.5% | +127.4% | +113.7% |
| All | +7.4% | +23.5% | -16.1% | -21.3% |
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