-9.4%
DASH vs URI
+178.2%
-187.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.1% | -2.3% | -6.3% |
| 7D | +0.5% | -12.9% | +13.4% | +6.7% |
| 30D | -7.1% | -3.4% | -3.7% | -5.9% |
| 3M | -13.2% | -10.0% | -3.2% | -9.7% |
| 6M | +8.3% | +12.2% | -3.9% | +0.2% |
| YTD | -20.6% | +29.8% | -50.3% | -34.6% |
| 1Y | -24.4% | +24.6% | -49.0% | -36.5% |
| 3Y | +94.5% | +137.6% | -43.1% | -3.4% |
| 5Y | -9.4% | +176.6% | -186.1% | -66.9% |
| All | -9.4% | +178.2% | -187.6% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling