+18.3%
NOW vs DASH
+152.1%
-133.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.7% | -1.1% |
| 7D | -2.4% | -10.6% | +8.2% | +2.0% |
| 30D | +20.5% | +2.2% | +18.4% | +19.2% |
| 3M | +18.3% | +32.3% | -13.9% | +5.4% |
| 6M | +24.1% | +19.1% | +4.9% | +15.0% |
| YTD | -7.8% | -6.5% | -1.3% | -7.6% |
| 1Y | -21.4% | -14.9% | -6.5% | -19.9% |
| All | +18.3% | +152.1% | -133.8% | -9.9% |
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