+5.8%
DASH vs UMC
+236.4%
-230.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.1% | -10.4% | -7.3% |
| 7D | -11.2% | +6.6% | -17.8% | -13.6% |
| 30D | -7.3% | +16.6% | -23.9% | -13.3% |
| 3M | +31.4% | +11.0% | +20.4% | +19.0% |
| 6M | +11.9% | +131.3% | -119.4% | -31.8% |
| YTD | -11.5% | +182.5% | -194.0% | -54.0% |
| 1Y | -20.0% | +222.3% | -242.3% | -61.5% |
| 3Y | +143.9% | +253.0% | -109.1% | +4.0% |
| 5Y | -0.2% | +141.8% | -142.1% | -50.1% |
| All | +5.8% | +236.4% | -230.6% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling