+172.0%
DASH vs NVD
-99.2%
+271.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -4.8% |
| 7D | -10.6% | -11.1% | +0.5% | -12.0% |
| 30D | +2.2% | -13.3% | +15.4% | +0.4% |
| 3M | +32.3% | -19.8% | +52.1% | +29.7% |
| 6M | +19.1% | -48.8% | +67.9% | +10.3% |
| YTD | -6.5% | -49.7% | +43.1% | -13.0% |
| 1Y | -14.9% | -61.4% | +46.5% | -22.7% |
| 3Y | +151.9% | -99.1% | +251.1% | +20.0% |
| All | +172.0% | -99.2% | +271.2% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling