-8.5%
DASH vs USAR
-51.6%
+43.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -1.1% |
| 7D | +0.4% | -14.5% | +14.9% | +1.5% |
| 30D | -6.0% | -37.8% | +31.8% | -2.6% |
| 3M | -15.8% | -52.8% | +37.0% | -11.1% |
| 6M | +7.0% | -71.2% | +78.2% | +16.4% |
| YTD | -20.7% | -30.9% | +10.2% | -21.7% |
| 1Y | -8.5% | -48.0% | +39.5% | -7.5% |
| All | -8.5% | -51.6% | +43.0% | -7.5% |
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