-4.5%
DASH vs NTAP
+231.0%
-235.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.3% | -1.1% |
| 7D | -4.8% | -5.0% | +0.2% | -2.7% |
| 30D | -7.9% | -25.8% | +17.8% | +4.1% |
| 3M | -16.3% | -6.9% | -9.4% | -15.9% |
| 6M | +10.4% | +50.0% | -39.6% | -16.3% |
| YTD | -20.1% | +66.9% | -87.0% | -43.8% |
| 1Y | -11.4% | +58.3% | -69.7% | -35.8% |
| 3Y | +114.1% | +145.1% | -31.1% | +3.9% |
| 5Y | -5.8% | +114.2% | -120.0% | -52.0% |
| All | -4.5% | +231.0% | -235.5% | -61.3% |
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