+92.2%
DASH vs UMC
+137.2%
-44.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.9% |
| 7D | -4.1% | +17.8% | -21.9% | -6.1% |
| 30D | -10.6% | -29.6% | +19.0% | -7.1% |
| 3M | -18.8% | -18.4% | -0.4% | -17.4% |
| 6M | +11.2% | -0.1% | +11.3% | +5.8% |
| YTD | -23.8% | +104.0% | -127.8% | -41.0% |
| 1Y | -12.2% | +121.5% | -133.7% | -33.9% |
| All | +92.2% | +137.2% | -44.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling