+103.5%
NOK vs DASH
-1.3%
+104.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -10.5% | +0.4% | -10.9% | -10.6% |
| 30D | -27.9% | -6.0% | -21.8% | -27.4% |
| 3M | -18.8% | -15.8% | -3.0% | -17.3% |
| 6M | -41.9% | +7.0% | -48.9% | -43.0% |
| YTD | +18.4% | -20.7% | +39.1% | +20.6% |
| 1Y | +10.9% | -8.5% | +19.4% | +10.5% |
| 3Y | +137.9% | +101.8% | +36.1% | +106.6% |
| 5Y | +47.8% | -9.6% | +57.4% | +27.8% |
| All | +103.5% | -1.3% | +104.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling