+16.5%
NU vs DASH
+7.2%
+9.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +3.6% | +0.4% | +3.2% | +2.8% |
| 30D | -22.8% | -6.0% | -16.7% | -20.7% |
| 3M | -14.8% | -15.8% | +0.9% | -7.8% |
| 6M | -16.9% | +7.0% | -23.9% | -21.5% |
| YTD | -28.1% | -20.7% | -7.5% | -22.1% |
| 1Y | -24.5% | -8.5% | -16.0% | -24.9% |
| 3Y | +44.8% | +101.8% | -57.0% | -14.7% |
| All | +16.5% | +7.2% | +9.3% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling