+153.0%
DASH vs NVTS
+38.8%
+114.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.3% | -10.9% | -4.8% |
| 7D | -10.6% | +2.7% | -13.3% | -10.7% |
| 30D | +2.2% | -4.5% | +6.6% | +2.2% |
| 3M | +32.3% | -61.5% | +93.8% | +36.1% |
| 6M | +19.1% | +28.0% | -8.9% | +15.3% |
| YTD | -6.5% | +65.3% | -71.8% | -10.8% |
| 1Y | -14.9% | +113.0% | -127.9% | -19.8% |
| All | +153.0% | +38.8% | +114.2% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling