+123.0%
DASH vs USAR
-19.9%
+143.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.9% | +14.2% | +8.5% |
| 7D | +17.2% | -21.8% | +38.9% | +18.1% |
| 30D | +3.6% | -39.9% | +43.5% | +5.3% |
| 3M | -1.9% | -52.5% | +50.7% | +0.4% |
| 6M | +15.1% | -67.9% | +83.0% | +18.7% |
| YTD | -12.3% | -31.1% | +18.8% | -11.7% |
| 1Y | -17.2% | -49.8% | +32.6% | -16.2% |
| All | +123.0% | -19.9% | +143.0% | +136.2% |
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 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