+158.3%
NOK vs DASH
+105.6%
+52.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.2% | -10.2% | +12.4% | +3.0% |
| 30D | -14.7% | -8.2% | -6.5% | -14.1% |
| 3M | -10.6% | -15.9% | +5.3% | -9.6% |
| 6M | -39.4% | +13.3% | -52.7% | -40.3% |
| YTD | +30.4% | -21.3% | +51.7% | +33.2% |
| 1Y | +22.3% | -11.1% | +33.5% | +23.1% |
| All | +158.3% | +105.6% | +52.7% | +113.4% |
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 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