+137.9%
NOK vs DASH
+94.3%
+43.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -10.5% | +0.4% | -10.9% | -10.4% |
| 30D | -27.9% | -6.0% | -21.8% | -27.5% |
| 3M | -18.8% | -15.8% | -3.0% | -17.8% |
| 6M | -41.9% | +7.0% | -48.9% | -42.5% |
| YTD | +18.4% | -20.7% | +39.1% | +20.8% |
| 1Y | +10.9% | -8.5% | +19.4% | +11.3% |
| 3Y | +137.9% | +101.8% | +36.1% | +101.0% |
| All | +137.9% | +94.3% | +43.6% | +101.0% |
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