+27.3%
NEM vs DASH
-13.3%
+40.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -6.4% | -4.5% | -1.9% | -5.6% |
| 30D | +1.4% | -6.8% | +8.2% | +2.5% |
| 3M | -0.7% | -20.7% | +20.0% | +2.4% |
| 6M | -4.5% | +15.1% | -19.5% | -6.4% |
| YTD | +14.0% | -24.3% | +38.3% | +20.3% |
| 1Y | +27.3% | -12.1% | +39.4% | +31.6% |
| All | +27.3% | -13.3% | +40.6% | +31.6% |
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