-9.5%
DASH vs NTAP
+240.9%
-250.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.5% |
| 7D | -4.5% | +7.2% | -11.7% | -7.6% |
| 30D | -6.8% | -18.4% | +11.6% | +0.8% |
| 3M | -20.7% | -11.3% | -9.4% | -18.2% |
| 6M | +15.1% | +53.8% | -38.7% | -13.7% |
| YTD | -24.3% | +72.0% | -96.2% | -47.4% |
| 1Y | -12.1% | +68.0% | -80.2% | -38.3% |
| 3Y | +91.1% | +149.5% | -58.4% | -7.6% |
| 5Y | -30.3% | +125.6% | -155.9% | -65.2% |
| All | -9.5% | +240.9% | -250.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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