-12.6%
NVO vs DASH
-19.6%
+7.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -1.7% |
| 7D | +0.1% | -11.2% | +11.3% | +3.1% |
| 30D | -3.2% | -7.3% | +4.1% | -1.4% |
| 3M | +11.5% | +31.4% | -19.9% | +3.6% |
| 6M | +22.9% | +11.9% | +11.0% | +18.5% |
| YTD | -6.8% | -11.5% | +4.7% | -6.4% |
| 1Y | -12.6% | -20.0% | +7.4% | -6.4% |
| All | -12.6% | -19.6% | +7.0% | -6.4% |
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