+4.1%
DASH vs NRG
+295.5%
-291.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | -12.8% | +3.9% | -16.7% | -13.8% |
| 30D | -6.0% | -3.0% | -3.0% | -5.6% |
| 3M | +26.7% | -10.9% | +37.6% | +28.5% |
| 6M | +11.7% | -25.3% | +37.0% | +17.7% |
| YTD | -12.9% | -26.8% | +13.9% | -8.6% |
| 1Y | -23.1% | -23.3% | +0.2% | -21.0% |
| 3Y | +140.0% | +208.6% | -68.6% | +47.6% |
| 5Y | -5.1% | +194.1% | -199.2% | -41.6% |
| All | +4.1% | +295.5% | -291.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling