-4.5%
DASH vs NOC
+96.1%
-100.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.9% |
| 7D | -4.8% | -2.9% | -1.9% | -4.9% |
| 30D | -7.9% | +12.1% | -20.0% | -7.4% |
| 3M | -16.3% | -5.3% | -11.1% | -16.5% |
| 6M | +10.4% | -1.0% | +11.4% | +10.5% |
| YTD | -20.1% | -4.3% | -15.8% | -20.1% |
| 1Y | -11.4% | -3.6% | -7.8% | -11.4% |
| 3Y | +114.1% | +22.9% | +91.2% | +118.4% |
| 5Y | -5.8% | +60.4% | -66.1% | +1.7% |
| All | -4.5% | +96.1% | -100.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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