+169.8%
NOK vs DASH
+152.1%
+17.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +3.1% |
| 7D | -1.8% | -10.6% | +8.8% | -0.7% |
| 30D | +4.7% | +2.2% | +2.5% | +4.4% |
| 3M | -39.7% | +32.3% | -71.9% | -41.5% |
| 6M | +23.1% | +19.1% | +4.0% | +20.2% |
| YTD | +55.0% | -6.5% | +61.5% | +56.4% |
| 1Y | +118.0% | -14.9% | +132.9% | +121.4% |
| All | +169.8% | +152.1% | +17.7% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling