+132.5%
DASH vs NVD
-98.8%
+231.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | +1.9% |
| 7D | -4.8% | +23.8% | -28.6% | -1.5% |
| 30D | -7.9% | +57.0% | -64.9% | -1.3% |
| 3M | -16.3% | +41.6% | -57.9% | -11.2% |
| 6M | +10.4% | +17.6% | -7.2% | +15.3% |
| YTD | -20.1% | -21.4% | +1.3% | -20.3% |
| 1Y | -11.4% | -23.3% | +11.8% | -11.5% |
| 3Y | +114.1% | -98.7% | +212.7% | +11.0% |
| All | +132.5% | -98.8% | +231.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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