+123.0%
DASH vs USB
+94.5%
+28.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +7.4% |
| 7D | +17.2% | +2.4% | +14.8% | +16.0% |
| 30D | +3.6% | +6.6% | -3.0% | +0.7% |
| 3M | -1.9% | -4.1% | +2.2% | -0.1% |
| 6M | +15.1% | +12.5% | +2.6% | +8.6% |
| YTD | -12.3% | +17.6% | -30.0% | -18.7% |
| 1Y | -17.2% | +36.5% | -53.7% | -28.3% |
| All | +123.0% | +94.5% | +28.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling