+1,119.4%
NBIS vs DASH
+32.4%
+1,087.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.3% | +13.1% | +10.8% |
| 7D | +22.2% | -11.2% | +33.4% | +30.1% |
| 30D | +29.7% | -7.3% | +37.1% | +34.0% |
| 3M | +11.9% | +31.4% | -19.6% | -11.0% |
| 6M | +173.0% | +11.9% | +161.1% | +139.5% |
| YTD | +191.4% | -11.5% | +202.9% | +207.4% |
| 1Y | +280.7% | -20.0% | +300.7% | +333.2% |
| All | +1,119.4% | +32.4% | +1,087.0% | +782.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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