+14.5%
NU vs DASH
+3.0%
+11.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.4% |
| 7D | +0.8% | -4.1% | +4.8% | +2.9% |
| 30D | -24.1% | -10.6% | -13.4% | -20.0% |
| 3M | -12.8% | -18.8% | +6.0% | -3.8% |
| 6M | -10.9% | +11.2% | -22.1% | -17.4% |
| YTD | -29.3% | -23.8% | -5.5% | -21.8% |
| 1Y | -26.9% | -12.2% | -14.7% | -25.6% |
| 3Y | +38.8% | +97.3% | -58.5% | -17.3% |
| All | +14.5% | +3.0% | +11.6% | -22.9% |
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 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