+15.2%
NEE vs DASH
-18.7%
+33.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.8% | -10.2% | +7.5% | -2.0% |
| 30D | +9.5% | -8.2% | +17.8% | +10.2% |
| 3M | +1.0% | -15.9% | +17.0% | +2.2% |
| 6M | -8.0% | +13.3% | -21.3% | -9.4% |
| YTD | +9.4% | -21.3% | +30.7% | +11.0% |
| 1Y | +3.1% | -11.1% | +14.3% | +3.2% |
| 3Y | +70.5% | +103.8% | -33.3% | +52.2% |
| 5Y | +15.2% | -21.6% | +36.8% | +1.8% |
| All | +15.2% | -18.7% | +33.9% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling