-8.2%
NVO vs DASH
-16.7%
+8.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.3% | -3.4% | +3.0% |
| 7D | +10.2% | +17.2% | -7.0% | +6.1% |
| 30D | +12.4% | +3.6% | +8.8% | +11.1% |
| 3M | -3.5% | -1.9% | -1.7% | -3.5% |
| 6M | -3.8% | +15.1% | -18.8% | -7.5% |
| YTD | -13.0% | -12.3% | -0.6% | -13.6% |
| 1Y | -8.2% | -17.2% | +9.0% | -8.7% |
| All | -8.2% | -16.7% | +8.5% | -8.7% |
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