+263.5%
DASH vs NVDL
+2,772.7%
-2,509.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -4.9% |
| 7D | -10.6% | +11.7% | -22.2% | -12.2% |
| 30D | +2.2% | +7.8% | -5.7% | +0.3% |
| 3M | +32.3% | +3.3% | +29.0% | +29.7% |
| 6M | +19.1% | +38.9% | -19.8% | +10.1% |
| YTD | -6.5% | +28.5% | -35.0% | -13.2% |
| 1Y | -14.9% | +40.6% | -55.5% | -22.8% |
| 3Y | +151.9% | +648.7% | -496.8% | +34.5% |
| All | +263.5% | +2,772.7% | -2,509.1% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling