+32.3%
NVO vs DASH
-5.2%
+37.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | +0.9% | -4.1% | +4.9% | +1.3% |
| 30D | +6.8% | -10.6% | +17.4% | +8.1% |
| 3M | -11.3% | -18.8% | +7.5% | -9.4% |
| 6M | -12.4% | +11.2% | -23.6% | -13.7% |
| YTD | -16.1% | -23.8% | +7.7% | -14.3% |
| 1Y | -15.1% | -12.2% | -2.9% | -14.5% |
| 3Y | -56.2% | +97.3% | -153.5% | -58.9% |
| 5Y | -19.4% | -29.8% | +10.4% | -24.0% |
| All | +32.3% | -5.2% | +37.5% | +24.6% |
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