+12.2%
NEE vs DASH
+8.6%
+3.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.4% |
| 7D | +1.9% | -10.6% | +12.5% | +2.8% |
| 30D | -2.2% | +2.2% | -4.3% | -2.4% |
| 3M | -1.2% | +32.3% | -33.4% | -3.6% |
| 6M | -8.6% | +19.1% | -27.7% | -10.3% |
| YTD | +6.2% | -6.5% | +12.7% | +6.4% |
| 1Y | +21.1% | -14.9% | +36.0% | +22.1% |
| 3Y | +36.4% | +151.9% | -115.5% | +19.6% |
| All | +12.2% | +8.6% | +3.7% | -2.1% |
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 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