-17.2%
DASH vs UMC
+112.5%
-129.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.1% | +10.4% | +8.4% |
| 7D | +17.2% | -14.7% | +31.8% | +17.7% |
| 30D | +3.6% | -32.9% | +36.4% | +5.0% |
| 3M | -1.9% | -22.2% | +20.3% | -1.0% |
| 6M | +15.1% | +25.9% | -10.8% | +7.6% |
| YTD | -12.3% | +107.9% | -120.2% | -33.5% |
| 1Y | -17.2% | +115.0% | -132.3% | -40.1% |
| All | -17.2% | +112.5% | -129.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling