-8.9%
DASH vs URA
+186.6%
-195.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.8% |
| 7D | -4.1% | +4.5% | -8.5% | -5.8% |
| 30D | -10.6% | -13.4% | +2.8% | -6.0% |
| 3M | -18.8% | -28.4% | +9.6% | -9.0% |
| 6M | +11.2% | -40.5% | +51.7% | +32.3% |
| YTD | -23.8% | -24.3% | +0.5% | -20.2% |
| 1Y | -12.2% | -28.8% | +16.7% | -6.0% |
| 3Y | +97.3% | +37.6% | +59.7% | +47.8% |
| 5Y | -29.8% | +30.7% | -60.5% | -51.0% |
| All | -8.9% | +186.6% | -195.6% | -44.9% |
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