+62.3%
NOK vs DASH
-24.3%
+86.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +11.0% | -4.1% | +15.1% | +11.7% |
| 30D | -16.0% | -10.6% | -5.4% | -14.8% |
| 3M | -19.8% | -18.8% | -1.0% | -17.6% |
| 6M | -37.1% | +11.2% | -48.3% | -38.9% |
| YTD | +28.0% | -23.8% | +51.8% | +31.6% |
| 1Y | +17.9% | -12.2% | +30.1% | +18.3% |
| 3Y | +152.7% | +97.3% | +55.4% | +112.3% |
| 5Y | +62.3% | -29.8% | +92.1% | +45.3% |
| All | +62.3% | -24.3% | +86.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling