-12.7%
DASH vs USAR
-55.1%
+42.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.7% |
| 7D | -2.8% | -9.1% | +6.3% | -2.1% |
| 30D | -9.3% | -36.9% | +27.7% | -6.2% |
| 3M | -15.1% | -58.4% | +43.3% | -9.6% |
| 6M | +8.7% | -70.6% | +79.4% | +17.7% |
| YTD | -21.3% | -33.4% | +12.1% | -21.7% |
| 1Y | -12.7% | -54.0% | +41.4% | -10.2% |
| All | -12.7% | -55.1% | +42.5% | -10.2% |
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