+11.7%
DASH vs UL
+19.9%
-8.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | -1.3% | -9.2% | -10.2% |
| 30D | +2.2% | +0.5% | +1.7% | +2.0% |
| 3M | +32.3% | +17.6% | +14.7% | +27.1% |
| 6M | +19.1% | -5.4% | +24.5% | +20.2% |
| YTD | -6.5% | +0.7% | -7.2% | -7.6% |
| 1Y | -14.9% | -9.3% | -5.6% | -13.5% |
| 3Y | +151.9% | +24.5% | +127.4% | +125.6% |
| 5Y | +9.4% | +23.2% | -13.8% | -12.0% |
| All | +11.7% | +19.9% | -8.2% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling