+11.7%
DASH vs NVT
+600.3%
-588.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.6% |
| 7D | -10.6% | +5.1% | -15.6% | -12.3% |
| 30D | +2.2% | -3.7% | +5.9% | +3.0% |
| 3M | +32.3% | -10.1% | +42.4% | +35.2% |
| 6M | +19.1% | +37.5% | -18.3% | -1.2% |
| YTD | -6.5% | +53.7% | -60.2% | -26.9% |
| 1Y | -14.9% | +70.9% | -85.8% | -37.2% |
| 3Y | +151.9% | +180.4% | -28.5% | +32.4% |
| 5Y | +9.4% | +393.5% | -384.0% | -58.8% |
| All | +11.7% | +600.3% | -588.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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