+36.0%
NEE vs DASH
-2.1%
+38.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +2.3% | -2.8% | +5.1% | +2.5% |
| 30D | +11.5% | -9.3% | +20.8% | +12.2% |
| 3M | +2.6% | -15.1% | +17.7% | +3.7% |
| 6M | -6.0% | +8.7% | -14.7% | -7.0% |
| YTD | +9.8% | -21.3% | +31.1% | +11.2% |
| 1Y | +4.7% | -12.7% | +17.4% | +4.9% |
| 3Y | +71.0% | +103.8% | -32.7% | +55.5% |
| 5Y | +15.8% | -16.8% | +32.6% | +5.5% |
| All | +36.0% | -2.1% | +38.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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