+123.0%
DASH vs URI
+154.2%
-31.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.4% | +12.7% | +9.3% |
| 7D | +17.2% | -4.3% | +21.5% | +18.2% |
| 30D | +3.6% | +4.6% | -1.1% | +2.4% |
| 3M | -1.9% | -2.1% | +0.3% | -1.7% |
| 6M | +15.1% | +21.9% | -6.8% | +8.3% |
| YTD | -12.3% | +39.7% | -52.0% | -22.3% |
| 1Y | -17.2% | +32.9% | -50.1% | -25.4% |
| All | +123.0% | +154.2% | -31.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling