-48.0%
NVO vs DASH
+160.1%
-208.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.0% |
| 7D | +2.2% | -10.6% | +12.7% | +4.5% |
| 30D | +6.0% | +2.2% | +3.8% | +5.5% |
| 3M | +7.9% | +32.3% | -24.4% | +1.7% |
| 6M | +27.1% | +19.1% | +8.0% | +21.8% |
| YTD | -3.8% | -6.5% | +2.7% | -4.0% |
| 1Y | -12.8% | -14.9% | +2.0% | -11.9% |
| All | -48.0% | +160.1% | -208.1% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling