+45.1%
NVO vs DASH
+8.4%
+36.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -4.7% | -12.8% | +8.1% | -3.3% |
| 30D | -5.4% | -6.0% | +0.6% | -4.8% |
| 3M | +7.0% | +26.7% | -19.7% | +4.1% |
| 6M | +17.6% | +11.7% | +5.9% | +15.8% |
| YTD | -8.0% | -12.9% | +4.9% | -7.3% |
| 1Y | -13.8% | -23.1% | +9.3% | -12.4% |
| 3Y | -50.3% | +140.0% | -190.3% | -54.3% |
| 5Y | +0.7% | -5.1% | +5.7% | -6.7% |
| All | +45.1% | +8.4% | +36.7% | +34.8% |
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