-5.8%
DASH vs NRG
+209.2%
-215.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | -1.8% |
| 7D | -4.8% | +2.9% | -7.7% | -6.2% |
| 30D | -7.9% | -9.3% | +1.4% | -6.3% |
| 3M | -16.3% | -17.1% | +0.8% | -13.3% |
| 6M | +10.4% | -28.9% | +39.3% | +17.4% |
| YTD | -20.1% | -37.9% | +17.8% | -13.1% |
| 1Y | -11.4% | -42.7% | +31.3% | -1.4% |
| 3Y | +114.1% | +127.5% | -13.4% | +30.0% |
| 5Y | -5.8% | +217.4% | -223.1% | -50.8% |
| All | -5.8% | +209.2% | -215.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling