+1,031.9%
NBIS vs DASH
+39.9%
+992.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.6% | +12.1% | +10.2% |
| 7D | +8.2% | -10.6% | +18.8% | +15.3% |
| 30D | +3.4% | +2.2% | +1.2% | +0.8% |
| 3M | -12.8% | +32.3% | -45.1% | -30.1% |
| 6M | +131.5% | +19.1% | +112.4% | +96.2% |
| YTD | +170.5% | -6.5% | +177.0% | +177.5% |
| 1Y | +248.8% | -14.9% | +263.7% | +282.8% |
| All | +1,031.9% | +39.9% | +992.1% | +696.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling