+2.2%
NEE vs DASH
-14.2%
+16.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.9% |
| 7D | -3.4% | -4.1% | +0.7% | -3.5% |
| 30D | +9.0% | -10.6% | +19.7% | +8.4% |
| 3M | +0.2% | -18.8% | +19.0% | -1.3% |
| 6M | -8.5% | +11.2% | -19.7% | -6.4% |
| YTD | +8.6% | -23.8% | +32.4% | +8.0% |
| 1Y | +2.2% | -12.2% | +14.3% | +2.0% |
| All | +2.2% | -14.2% | +16.4% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling