+72.7%
NEM vs DASH
-14.9%
+87.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.4% |
| 7D | +0.3% | -10.6% | +10.9% | +1.3% |
| 30D | +23.1% | +2.2% | +20.9% | +22.8% |
| 3M | +18.5% | +32.3% | -13.8% | +15.2% |
| 6M | +7.8% | +19.1% | -11.3% | +6.0% |
| YTD | +29.1% | -6.5% | +35.6% | +28.8% |
| 1Y | +72.7% | -14.9% | +87.6% | +79.3% |
| All | +72.7% | -14.9% | +87.6% | +79.3% |
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