+190.5%
DASH vs NXT
+246.1%
-55.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.5% | -0.8% |
| 7D | +0.4% | +32.2% | -31.9% | -2.8% |
| 30D | -6.0% | +21.9% | -28.0% | -8.2% |
| 3M | -15.8% | +6.6% | -22.3% | -16.7% |
| 6M | +7.0% | -16.8% | +23.8% | +7.6% |
| YTD | -20.7% | +20.4% | -41.1% | -25.2% |
| 1Y | -8.5% | -1.5% | -7.0% | -11.4% |
| 3Y | +101.8% | +182.4% | -80.6% | +53.2% |
| All | +190.5% | +246.1% | -55.6% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling