-26.0%
NOW vs DASH
-12.0%
-14.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -2.3% |
| 7D | -6.7% | +0.5% | -7.2% | -7.2% |
| 30D | -25.8% | -7.1% | -18.7% | -24.7% |
| 3M | -12.7% | -13.2% | +0.5% | -9.3% |
| 6M | +11.2% | +8.3% | +3.0% | +5.6% |
| YTD | -33.2% | -20.6% | -12.6% | -28.7% |
| 1Y | -41.8% | -24.4% | -17.4% | -37.5% |
| 3Y | -15.7% | +94.5% | -110.2% | -39.3% |
| 5Y | -26.0% | -9.4% | -16.6% | -40.5% |
| All | -26.0% | -12.0% | -14.1% | -40.5% |
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