+2.9%
UNH vs DASH
+8.6%
-5.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.8% |
| 7D | +1.1% | -10.6% | +11.6% | +1.4% |
| 30D | -3.8% | +2.2% | -5.9% | -3.9% |
| 3M | +0.7% | +32.3% | -31.5% | -0.2% |
| 6M | +37.9% | +19.1% | +18.7% | +36.8% |
| YTD | +21.9% | -6.5% | +28.4% | +21.7% |
| 1Y | +31.4% | -14.9% | +46.3% | +31.4% |
| 3Y | -11.4% | +151.9% | -163.3% | -13.9% |
| All | +2.9% | +8.6% | -5.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling