+4.1%
DASH vs NVMI
+428.5%
-424.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -12.8% | +6.9% | -19.8% | -15.3% |
| 30D | -6.0% | -2.8% | -3.2% | -5.6% |
| 3M | +26.7% | -27.3% | +54.0% | +39.2% |
| 6M | +11.7% | -13.7% | +25.4% | +9.2% |
| YTD | -12.9% | +13.8% | -26.8% | -27.5% |
| 1Y | -23.1% | +34.9% | -58.0% | -41.8% |
| 3Y | +140.0% | +213.5% | -73.5% | -13.9% |
| 5Y | -5.1% | +272.5% | -277.5% | -69.9% |
| All | +4.1% | +428.5% | -424.4% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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