-7.0%
DASH vs URA
+33.4%
-40.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -2.0% |
| 7D | +0.4% | -4.1% | +4.5% | +2.1% |
| 30D | -6.0% | -19.0% | +13.0% | +2.3% |
| 3M | -15.8% | -25.1% | +9.4% | -6.0% |
| 6M | +7.0% | -44.5% | +51.5% | +34.2% |
| YTD | -20.7% | -24.3% | +3.6% | -16.9% |
| 1Y | -8.5% | -28.1% | +19.6% | -2.4% |
| 3Y | +101.8% | +40.7% | +61.1% | +34.5% |
| All | -7.0% | +33.4% | -40.4% | -45.9% |
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 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