+31.2%
NVO vs DASH
-1.3%
+32.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | -11.2% | -15.8% | +4.6% | -9.7% |
| 6M | -10.8% | +7.0% | -17.7% | -11.8% |
| YTD | -16.8% | -20.7% | +3.8% | -15.4% |
| 1Y | -9.0% | -8.5% | -0.5% | -8.9% |
| 3Y | -56.5% | +101.8% | -158.3% | -59.4% |
| 5Y | -20.3% | -9.6% | -10.7% | -25.6% |
| All | +31.2% | -1.3% | +32.5% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling