+11.7%
DASH vs USB
+77.9%
-66.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.5% |
| 7D | -10.6% | +1.4% | -12.0% | -11.1% |
| 30D | +2.2% | -1.3% | +3.5% | +2.6% |
| 3M | +32.3% | +15.2% | +17.0% | +24.1% |
| 6M | +19.1% | +18.8% | +0.3% | +10.2% |
| YTD | -6.5% | +21.0% | -27.5% | -14.1% |
| 1Y | -14.9% | +34.0% | -48.9% | -25.3% |
| 3Y | +151.9% | +95.3% | +56.6% | +84.6% |
| 5Y | +9.4% | +40.4% | -30.9% | -10.5% |
| All | +11.7% | +77.9% | -66.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling