-17.2%
DASH vs URA
-32.2%
+14.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +8.5% |
| 7D | +17.2% | -10.5% | +27.7% | +19.5% |
| 30D | +3.6% | -18.6% | +22.2% | +7.6% |
| 3M | -1.9% | -23.0% | +21.2% | +2.5% |
| 6M | +15.1% | -40.3% | +55.4% | +26.5% |
| YTD | -12.3% | -23.5% | +11.2% | -14.4% |
| 1Y | -17.2% | -31.1% | +13.9% | -14.1% |
| All | -17.2% | -32.2% | +14.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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