+196.3%
DASH vs NVDL
+1,315.4%
-1,119.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -1.8% |
| 7D | -4.1% | -17.5% | +13.4% | -1.5% |
| 30D | -10.6% | -49.2% | +38.6% | -1.7% |
| 3M | -18.8% | -49.0% | +30.2% | -11.5% |
| 6M | +11.2% | -50.9% | +62.1% | +20.5% |
| YTD | -23.8% | -36.7% | +12.9% | -22.0% |
| 1Y | -12.2% | -43.0% | +30.8% | -8.9% |
| 3Y | +97.3% | +281.1% | -183.8% | +16.0% |
| All | +196.3% | +1,315.4% | -1,119.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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