+34.7%
NVO vs DASH
-0.6%
+35.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.6% |
| 7D | +2.3% | -4.8% | +7.1% | +2.9% |
| 30D | +7.1% | -7.9% | +15.0% | +8.0% |
| 3M | -11.3% | -16.3% | +5.0% | -9.7% |
| 6M | -9.0% | +10.4% | -19.4% | -10.3% |
| YTD | -14.6% | -20.1% | +5.5% | -13.3% |
| 1Y | -4.9% | -11.4% | +6.5% | -4.4% |
| 3Y | -54.9% | +114.1% | -169.0% | -58.0% |
| 5Y | -18.7% | -5.8% | -12.9% | -24.2% |
| All | +34.7% | -0.6% | +35.3% | +26.1% |
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