+17.6%
NEE vs DASH
-9.9%
+27.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +12.8% | -6.0% | +18.9% | +13.3% |
| 3M | +3.6% | -15.8% | +19.3% | +4.7% |
| 6M | -7.5% | +7.0% | -14.5% | -8.5% |
| YTD | +10.7% | -20.7% | +31.3% | +12.2% |
| 1Y | +9.1% | -8.5% | +17.6% | +8.8% |
| 3Y | +61.0% | +101.8% | -40.8% | +44.2% |
| All | +17.6% | -9.9% | +27.5% | +2.9% |
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