+102.2%
DASH vs USAR
-20.3%
+122.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | -4.1% | +8.8% | -12.8% | -4.4% |
| 30D | -10.6% | -28.5% | +17.8% | -9.7% |
| 3M | -18.8% | -56.2% | +37.4% | -16.7% |
| 6M | +11.2% | -68.4% | +79.6% | +14.8% |
| YTD | -23.8% | -32.2% | +8.4% | -23.2% |
| 1Y | -12.2% | -52.3% | +40.1% | -11.0% |
| 3Y | +97.3% | -21.2% | +118.5% | +96.4% |
| All | +102.2% | -20.3% | +122.5% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling