+153.0%
DASH vs URI
+113.1%
+39.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.0% |
| 7D | -10.6% | -2.0% | -8.6% | -10.1% |
| 30D | +2.2% | -12.9% | +15.1% | +5.8% |
| 3M | +32.3% | -6.7% | +39.0% | +33.6% |
| 6M | +19.1% | +19.0% | +0.1% | +10.6% |
| YTD | -6.5% | +25.5% | -32.0% | -16.3% |
| 1Y | -14.9% | +5.5% | -20.4% | -18.4% |
| All | +153.0% | +113.1% | +39.9% | +41.4% |
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