-21.2%
NVO vs DASH
-9.9%
-11.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +5.4% | -6.0% | +11.4% | +6.1% |
| 3M | -11.2% | -15.8% | +4.6% | -9.4% |
| 6M | -10.8% | +7.0% | -17.7% | -12.0% |
| YTD | -16.8% | -20.7% | +3.8% | -15.2% |
| 1Y | -9.0% | -8.5% | -0.5% | -8.9% |
| 3Y | -56.5% | +101.8% | -158.3% | -60.0% |
| All | -21.2% | -9.9% | -11.3% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling