-29.3%
DASH vs UMC
+77.4%
-106.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -4.5% | +11.2% | -15.7% | -8.4% |
| 30D | -6.8% | -28.0% | +21.2% | +4.3% |
| 3M | -20.7% | -20.5% | -0.2% | -15.9% |
| 6M | +15.1% | -1.6% | +16.6% | +1.3% |
| YTD | -24.3% | +99.4% | -123.6% | -58.8% |
| 1Y | -12.1% | +120.4% | -132.5% | -55.4% |
| 3Y | +91.1% | +134.2% | -43.2% | -15.4% |
| All | -29.3% | +77.4% | -106.8% | -64.1% |
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 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