+7.4%
DASH vs URA
+128.0%
-120.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | -10.6% | +1.1% | -11.6% | -11.0% |
| 30D | +2.2% | +7.4% | -5.2% | -1.2% |
| 3M | +32.3% | -8.4% | +40.7% | +35.5% |
| 6M | +19.1% | -12.7% | +31.8% | +22.4% |
| YTD | -6.5% | +7.8% | -14.3% | -14.4% |
| 1Y | -14.9% | +19.5% | -34.3% | -27.0% |
| 3Y | +151.9% | +116.4% | +35.5% | +47.0% |
| All | +7.4% | +128.0% | -120.6% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling