+547.5%
NBIS vs DASH
+18.7%
+528.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.7% |
| 7D | -16.0% | +0.4% | -16.4% | -16.7% |
| 30D | -45.4% | -6.0% | -39.3% | -43.8% |
| 3M | -31.8% | -15.8% | -16.1% | -26.5% |
| 6M | -33.6% | +7.0% | -40.6% | -40.9% |
| YTD | +54.7% | -20.7% | +75.4% | +71.8% |
| 1Y | +18.3% | -8.5% | +26.9% | +14.7% |
| All | +547.5% | +18.7% | +528.8% | +393.2% |
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