-5.2%
DASH vs URA
+186.5%
-191.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.8% |
| 7D | +0.4% | -4.1% | +4.5% | +1.9% |
| 30D | -6.0% | -19.0% | +13.0% | +1.4% |
| 3M | -15.8% | -25.1% | +9.4% | -7.1% |
| 6M | +7.0% | -44.5% | +51.5% | +30.7% |
| YTD | -20.7% | -24.3% | +3.6% | -16.8% |
| 1Y | -8.5% | -28.1% | +19.6% | -2.5% |
| 3Y | +101.8% | +40.7% | +61.1% | +49.5% |
| 5Y | -9.6% | +35.5% | -45.0% | -37.3% |
| All | -5.2% | +186.5% | -191.7% | -42.6% |
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