+146.9%
NEM vs DASH
-9.9%
+156.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.4% | +0.4% | +13.0% | +13.3% |
| 30D | +6.5% | -6.0% | +12.5% | +7.0% |
| 3M | +14.9% | -15.8% | +30.7% | +16.5% |
| 6M | +5.5% | +7.0% | -1.5% | +4.5% |
| YTD | +21.9% | -20.7% | +42.5% | +23.5% |
| 1Y | +47.9% | -8.5% | +56.4% | +48.0% |
| 3Y | +238.2% | +101.8% | +136.4% | +216.5% |
| All | +146.9% | -9.9% | +156.8% | +136.4% |
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