+118.0%
NOK vs DASH
-14.9%
+133.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +2.7% |
| 7D | -1.8% | -10.6% | +8.8% | -1.6% |
| 30D | +4.7% | +2.2% | +2.5% | +4.6% |
| 3M | -39.7% | +32.3% | -71.9% | -40.0% |
| 6M | +23.1% | +19.1% | +4.0% | +22.7% |
| YTD | +55.0% | -6.5% | +61.5% | +57.5% |
| 1Y | +118.0% | -14.9% | +132.9% | +113.5% |
| All | +118.0% | -14.9% | +133.0% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling