+153.0%
DASH vs USAR
+73.0%
+80.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.6% |
| 7D | -10.6% | -2.1% | -8.5% | -10.5% |
| 30D | +2.2% | +2.6% | -0.5% | +2.0% |
| 3M | +32.3% | -35.0% | +67.3% | +33.7% |
| 6M | +19.1% | -6.9% | +26.0% | +18.4% |
| YTD | -6.5% | +48.0% | -54.5% | -8.1% |
| 1Y | -14.9% | +24.8% | -39.7% | -15.7% |
| All | +153.0% | +73.0% | +80.0% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling