+153.0%
DASH vs NTAP
+149.9%
+3.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -0.8% | -9.8% | -10.4% |
| 30D | +2.2% | -0.5% | +2.7% | +2.0% |
| 3M | +32.3% | +4.1% | +28.2% | +29.8% |
| 6M | +19.1% | +88.0% | -68.8% | -6.7% |
| YTD | -6.5% | +75.6% | -82.1% | -25.1% |
| 1Y | -14.9% | +58.9% | -73.8% | -29.1% |
| All | +153.0% | +149.9% | +3.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling