-23.1%
DASH vs NVDL
+36.7%
-59.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -12.8% | -0.8% | -12.0% | -12.7% |
| 30D | -6.0% | +3.4% | -9.4% | -6.7% |
| 3M | +26.7% | +8.1% | +18.6% | +24.4% |
| 6M | +11.7% | +31.9% | -20.2% | +4.6% |
| YTD | -12.9% | +21.1% | -34.0% | -18.0% |
| 1Y | -23.1% | +34.0% | -57.2% | -27.0% |
| All | -23.1% | +36.7% | -59.9% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling