-5.1%
DASH vs URA
+174.4%
-179.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.3% | -4.1% | -7.4% |
| 7D | +0.5% | -13.3% | +13.8% | +5.9% |
| 30D | -7.1% | -25.9% | +18.8% | +3.7% |
| 3M | -13.2% | -27.8% | +14.6% | -3.0% |
| 6M | +8.3% | -42.8% | +51.1% | +30.5% |
| YTD | -20.6% | -27.5% | +6.9% | -15.3% |
| 1Y | -24.4% | -35.1% | +10.7% | -15.6% |
| 3Y | +94.5% | +31.1% | +63.5% | +48.6% |
| 5Y | -9.4% | +29.8% | -39.2% | -36.2% |
| All | -5.1% | +174.4% | -179.5% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling