+114.1%
DASH vs NVDL
+356.3%
-242.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +1.9% |
| 7D | -4.8% | -23.4% | +18.6% | -1.6% |
| 30D | -7.9% | -41.3% | +33.4% | -1.7% |
| 3M | -16.3% | -40.6% | +24.3% | -11.4% |
| 6M | +10.4% | -39.8% | +50.2% | +15.3% |
| YTD | -20.1% | -26.2% | +6.1% | -20.0% |
| 1Y | -11.4% | -30.0% | +18.6% | -11.0% |
| 3Y | +114.1% | +364.0% | -249.9% | +31.9% |
| All | +114.1% | +356.3% | -242.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling