+607.2%
NBIS vs DASH
+19.5%
+587.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.8% |
| 7D | 0.0% | -4.8% | +4.8% | +2.6% |
| 30D | -36.0% | -7.9% | -28.1% | -33.4% |
| 3M | -24.7% | -16.3% | -8.4% | -18.5% |
| 6M | -20.1% | +10.4% | -30.5% | -30.4% |
| YTD | +69.0% | -20.1% | +89.1% | +87.0% |
| 1Y | +27.1% | -11.4% | +38.5% | +27.4% |
| All | +607.2% | +19.5% | +587.7% | +436.8% |
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