+137.3%
NEM vs DASH
-2.1%
+139.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.0% |
| 7D | +11.6% | -2.8% | +14.4% | +11.8% |
| 30D | +1.8% | -9.3% | +11.1% | +2.4% |
| 3M | +2.5% | -15.1% | +17.6% | +3.5% |
| 6M | +3.4% | +8.7% | -5.3% | +2.6% |
| YTD | +20.9% | -21.3% | +42.2% | +22.2% |
| 1Y | +37.2% | -12.7% | +49.8% | +37.7% |
| 3Y | +271.6% | +103.8% | +167.8% | +254.8% |
| 5Y | +136.6% | -16.8% | +153.4% | +122.5% |
| All | +137.3% | -2.1% | +139.4% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling