+45.2%
NU vs DASH
+17.7%
+27.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.4% |
| 7D | -2.6% | -12.8% | +10.2% | +4.2% |
| 30D | +8.2% | -6.0% | +14.2% | +11.3% |
| 3M | +26.3% | +26.7% | -0.4% | +10.2% |
| 6M | +2.2% | +11.7% | -9.4% | -6.0% |
| YTD | -10.4% | -12.9% | +2.5% | -7.0% |
| 1Y | -3.0% | -23.1% | +20.1% | +5.2% |
| 3Y | +120.3% | +140.0% | -19.8% | +16.5% |
| All | +45.2% | +17.7% | +27.5% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling