-5.2%
DASH vs NVT
+377.5%
-382.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -2.8% |
| 7D | +0.4% | -15.7% | +16.1% | +5.1% |
| 30D | -6.0% | -36.6% | +30.6% | +7.8% |
| 3M | -15.8% | -34.8% | +19.1% | -5.3% |
| 6M | +7.0% | -38.2% | +45.2% | +20.5% |
| YTD | -20.7% | +4.8% | -25.5% | -31.0% |
| 1Y | -8.5% | -2.8% | -5.7% | -18.0% |
| 3Y | +101.8% | +119.5% | -17.7% | +9.2% |
| 5Y | -9.6% | +204.7% | -214.3% | -62.1% |
| All | -5.2% | +377.5% | -382.7% | -56.0% |
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