-12.1%
DASH vs NVTS
+6.9%
-19.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.5% |
| 7D | -4.5% | +3.9% | -8.5% | -4.6% |
| 30D | -6.8% | -4.3% | -2.5% | -6.7% |
| 3M | -20.7% | -34.5% | +13.8% | -20.3% |
| 6M | +15.1% | -57.7% | +72.8% | +15.1% |
| YTD | -24.3% | +25.4% | -49.6% | -28.0% |
| 1Y | -12.1% | +13.1% | -25.3% | -15.9% |
| All | -12.1% | +6.9% | -19.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling