+479.4%
NBIS vs DASH
+13.3%
+466.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.6% |
| 7D | -10.5% | -4.5% | -6.0% | -7.8% |
| 30D | -37.7% | -6.8% | -30.9% | -35.6% |
| 3M | -54.6% | -20.7% | -33.9% | -49.1% |
| 6M | -44.1% | +15.1% | -59.1% | -52.7% |
| YTD | +38.4% | -24.3% | +62.7% | +58.3% |
| 1Y | +30.7% | -12.1% | +42.9% | +29.6% |
| All | +479.4% | +13.3% | +466.1% | +354.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling