-20.9%
UNH vs DASH
+105.6%
-126.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -10.2% | +8.7% | -1.1% |
| 30D | +6.5% | -8.2% | +14.7% | +6.8% |
| 3M | +0.8% | -15.9% | +16.7% | +1.5% |
| 6M | +6.1% | +13.3% | -7.2% | +5.5% |
| YTD | +24.5% | -21.3% | +45.8% | +24.5% |
| 1Y | +26.3% | -11.1% | +37.5% | +26.1% |
| All | -20.9% | +105.6% | -126.5% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling