+27.7%
UNH vs DASH
-0.6%
+28.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -0.7% | -4.8% | +4.1% | -0.6% |
| 30D | +4.8% | -7.9% | +12.7% | +5.0% |
| 3M | -1.7% | -16.3% | +14.6% | -1.4% |
| 6M | +5.9% | +10.4% | -4.5% | +5.6% |
| YTD | +22.8% | -20.1% | +42.9% | +23.0% |
| 1Y | +25.9% | -11.4% | +37.3% | +25.9% |
| 3Y | -21.4% | +114.1% | -135.5% | -22.6% |
| 5Y | -6.3% | -5.8% | -0.5% | -8.8% |
| All | +27.7% | -0.6% | +28.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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