-14.9%
DASH vs UMC
+209.4%
-224.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.6% | -9.2% | -4.9% |
| 7D | -10.6% | +5.0% | -15.5% | -10.8% |
| 30D | +2.2% | +7.7% | -5.5% | +1.7% |
| 3M | +32.3% | +1.7% | +30.6% | +29.9% |
| 6M | +19.1% | +113.9% | -94.8% | +4.9% |
| YTD | -6.5% | +168.9% | -175.4% | -27.8% |
| 1Y | -14.9% | +207.2% | -222.1% | -35.4% |
| All | -14.9% | +209.4% | -224.3% | -35.4% |
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