+102.1%
DASH vs URI
+136.1%
-34.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.1% | -2.3% | -7.8% |
| 7D | +0.5% | -12.9% | +13.4% | +3.6% |
| 30D | -7.1% | -3.4% | -3.7% | -6.4% |
| 3M | -13.2% | -10.0% | -3.2% | -11.4% |
| 6M | +8.3% | +12.2% | -3.9% | +4.0% |
| YTD | -20.6% | +29.8% | -50.3% | -28.3% |
| 1Y | -24.4% | +24.6% | -49.0% | -30.9% |
| All | +102.1% | +136.1% | -34.0% | +39.2% |
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