-26.3%
NU vs DASH
-11.9%
-14.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +4.0% | -2.8% | +6.8% | +4.7% |
| 30D | -25.1% | -9.3% | -15.8% | -23.1% |
| 3M | -12.8% | -15.1% | +2.2% | -9.2% |
| 6M | -12.5% | +8.7% | -21.2% | -14.8% |
| YTD | -27.8% | -21.3% | -6.5% | -24.8% |
| All | -26.3% | -11.9% | -14.4% | -24.7% |
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