-8.9%
DASH vs NRG
+237.8%
-246.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -4.1% | +21.7% | -25.8% | -8.7% |
| 30D | -10.6% | -8.1% | -2.6% | -9.4% |
| 3M | -18.8% | -18.3% | -0.4% | -15.6% |
| 6M | +11.2% | -28.0% | +39.2% | +17.7% |
| YTD | -23.8% | -37.5% | +13.7% | -17.5% |
| 1Y | -12.2% | -41.1% | +28.9% | -3.5% |
| 3Y | +97.3% | +126.6% | -29.3% | +31.5% |
| 5Y | -29.8% | +212.3% | -242.1% | -57.4% |
| All | -8.9% | +237.8% | -246.7% | -54.5% |
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