-0.2%
DASH vs NRG
+204.8%
-205.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.5% |
| 7D | -11.2% | +9.3% | -20.4% | -13.3% |
| 30D | -7.3% | +1.3% | -8.6% | -8.0% |
| 3M | +31.4% | -6.0% | +37.4% | +31.3% |
| 6M | +11.9% | -22.0% | +33.8% | +16.6% |
| YTD | -11.5% | -24.1% | +12.6% | -7.9% |
| 1Y | -20.0% | -18.0% | -2.0% | -19.5% |
| 3Y | +143.9% | +220.0% | -76.1% | +39.0% |
| 5Y | -0.2% | +201.1% | -201.4% | -44.0% |
| All | -0.2% | +204.8% | -205.0% | -44.0% |
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