+11.7%
DASH vs NRG
+308.0%
-296.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.0% | -6.3% |
| 7D | -10.6% | +7.1% | -17.7% | -12.3% |
| 30D | +2.2% | -1.4% | +3.6% | +2.2% |
| 3M | +32.3% | -10.5% | +42.7% | +34.0% |
| 6M | +19.1% | -26.7% | +45.9% | +26.4% |
| YTD | -6.5% | -24.5% | +18.0% | -2.6% |
| 1Y | -14.9% | -18.6% | +3.7% | -14.1% |
| 3Y | +151.9% | +227.1% | -75.2% | +52.3% |
| 5Y | +9.4% | +198.8% | -189.3% | -33.0% |
| All | +11.7% | +308.0% | -296.3% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling