-5.1%
DASH vs UL
+26.5%
-31.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -9.7% |
| 7D | +0.5% | +5.5% | -5.0% | -0.9% |
| 30D | -7.1% | +11.4% | -18.4% | -9.7% |
| 3M | -13.2% | +6.0% | -19.2% | -14.6% |
| 6M | +8.3% | +18.0% | -9.7% | +3.7% |
| YTD | -20.6% | +6.2% | -26.8% | -22.6% |
| 1Y | -24.4% | +1.5% | -25.9% | -25.5% |
| 3Y | +94.5% | +39.8% | +54.8% | +67.4% |
| 5Y | -9.4% | +34.3% | -43.8% | -26.6% |
| All | -5.1% | +26.5% | -31.5% | -24.5% |
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