+131.0%
NEM vs DASH
-18.7%
+149.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | -10.2% | +10.5% | +1.3% |
| 30D | +1.1% | -8.2% | +9.4% | +1.8% |
| 3M | +1.3% | -15.9% | +17.2% | +2.7% |
| 6M | -1.4% | +13.3% | -14.7% | -2.7% |
| YTD | +19.4% | -21.3% | +40.7% | +21.1% |
| 1Y | +32.9% | -11.1% | +44.1% | +33.4% |
| 3Y | +267.0% | +103.8% | +163.2% | +244.1% |
| 5Y | +131.0% | -21.6% | +152.6% | +120.2% |
| All | +131.0% | -18.7% | +149.7% | +120.2% |
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