-16.7%
DASH vs NVTS
-38.4%
+21.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.5% | -9.7% | -1.1% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | -6.0% | -23.8% | +17.8% | -3.7% |
| 3M | -15.8% | -30.6% | +14.8% | -13.2% |
| 6M | +7.0% | -48.4% | +55.3% | +9.8% |
| YTD | -20.7% | +20.6% | -41.3% | -28.7% |
| 1Y | -8.5% | -2.5% | -6.0% | -16.4% |
| 3Y | +101.8% | +44.0% | +57.8% | +51.8% |
| 5Y | -9.6% | -42.6% | +33.1% | -28.8% |
| All | -16.7% | -38.4% | +21.7% | -40.3% |
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