+91.1%
DASH vs NVD
-98.4%
+189.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.1% |
| 7D | -4.5% | +28.6% | -33.2% | -1.1% |
| 30D | -6.8% | +73.6% | -80.4% | +0.9% |
| 3M | -20.7% | +70.1% | -90.8% | -14.0% |
| 6M | +15.1% | +53.6% | -38.5% | +24.7% |
| YTD | -24.3% | -7.0% | -17.3% | -22.6% |
| 1Y | -12.1% | -9.0% | -3.2% | -10.1% |
| 3Y | +91.1% | -98.3% | +189.4% | +19.9% |
| All | +91.1% | -98.4% | +189.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling