-38.7%
NOW vs DASH
-16.7%
-22.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.3% | -8.7% | -3.4% |
| 7D | -27.5% | +17.2% | -44.7% | -32.6% |
| 30D | -20.0% | +3.6% | -23.6% | -21.5% |
| 3M | -7.9% | -1.9% | -6.0% | -7.8% |
| 6M | +18.3% | +15.1% | +3.2% | +9.0% |
| YTD | -29.0% | -12.3% | -16.7% | -30.9% |
| 1Y | -38.7% | -17.2% | -21.5% | -40.1% |
| All | -38.7% | -16.7% | -22.0% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling