-12.1%
DASH vs USAR
-51.4%
+39.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -4.5% | -0.8% | -3.8% | -4.5% |
| 30D | -6.8% | -20.9% | +14.1% | -5.3% |
| 3M | -20.7% | -56.2% | +35.5% | -16.0% |
| 6M | +15.1% | -67.9% | +83.0% | +23.5% |
| YTD | -24.3% | -31.4% | +7.2% | -24.7% |
| 1Y | -12.1% | -45.1% | +32.9% | -11.1% |
| All | -12.1% | -51.4% | +39.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling