+4.8%
DASH vs USB
+73.0%
-68.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.5% |
| 7D | +17.2% | +2.4% | +14.8% | +16.1% |
| 30D | +3.6% | +6.6% | -3.0% | +0.8% |
| 3M | -1.9% | -4.1% | +2.2% | -0.1% |
| 6M | +15.1% | +12.5% | +2.6% | +9.1% |
| YTD | -12.3% | +17.6% | -30.0% | -18.4% |
| 1Y | -17.2% | +36.5% | -53.7% | -27.8% |
| 3Y | +114.7% | +95.4% | +19.3% | +58.2% |
| 5Y | -4.3% | +26.1% | -30.4% | -21.1% |
| All | +4.8% | +73.0% | -68.2% | -11.9% |
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