-1.8%
DASH vs NVTS
-15.6%
+13.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.3% | -10.9% | -5.3% |
| 7D | -10.6% | +2.7% | -13.3% | -10.9% |
| 30D | +2.2% | -4.5% | +6.6% | +2.3% |
| 3M | +32.3% | -61.5% | +93.8% | +44.0% |
| 6M | +19.1% | +28.0% | -8.9% | +9.0% |
| YTD | -6.5% | +65.3% | -71.8% | -18.3% |
| 1Y | -14.9% | +113.0% | -127.9% | -29.6% |
| 3Y | +151.9% | +34.7% | +117.2% | +113.8% |
| All | -1.8% | -15.6% | +13.8% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling