+7.4%
DASH vs UMC
+118.0%
-110.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.6% | -9.2% | -6.4% |
| 7D | -10.6% | +5.0% | -15.5% | -12.4% |
| 30D | +2.2% | +7.7% | -5.5% | -1.3% |
| 3M | +32.3% | +1.7% | +30.6% | +24.1% |
| 6M | +19.1% | +113.9% | -94.8% | -26.6% |
| YTD | -6.5% | +168.9% | -175.4% | -52.5% |
| 1Y | -14.9% | +207.2% | -222.1% | -60.4% |
| 3Y | +151.9% | +227.7% | -75.7% | +2.4% |
| All | +7.4% | +118.0% | -110.6% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling