+132.0%
NOK vs DASH
-19.6%
+151.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.5% | +6.2% |
| 7D | +7.3% | -11.2% | +18.4% | +7.3% |
| 30D | +13.8% | -7.3% | +21.1% | +13.8% |
| 3M | -27.0% | +31.4% | -58.4% | -27.5% |
| 6M | +37.6% | +11.9% | +25.7% | +37.3% |
| YTD | +64.6% | -11.5% | +76.1% | +67.2% |
| 1Y | +132.0% | -20.0% | +152.0% | +128.4% |
| All | +132.0% | -19.6% | +151.7% | +128.4% |
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