+4.8%
DASH vs URA
+189.6%
-184.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +8.7% |
| 7D | +17.2% | -10.5% | +27.7% | +21.8% |
| 30D | +3.6% | -18.6% | +22.2% | +11.4% |
| 3M | -1.9% | -23.0% | +21.2% | +7.0% |
| 6M | +15.1% | -40.3% | +55.4% | +36.3% |
| YTD | -12.3% | -23.5% | +11.2% | -8.5% |
| 1Y | -17.2% | -31.1% | +13.9% | -9.8% |
| 3Y | +114.7% | +38.3% | +76.4% | +60.5% |
| 5Y | -4.3% | +34.6% | -38.9% | -33.8% |
| All | +4.8% | +189.6% | -184.9% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling