+103.8%
DASH vs NTAP
+144.3%
-40.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -7.8% | +5.0% | -0.8% |
| 30D | -9.3% | -25.8% | +16.5% | -2.7% |
| 3M | -15.1% | -11.2% | -3.8% | -13.5% |
| 6M | +8.7% | +49.9% | -41.2% | -7.7% |
| YTD | -21.3% | +66.9% | -88.2% | -36.2% |
| 1Y | -12.7% | +58.8% | -71.5% | -27.9% |
| 3Y | +103.8% | +140.8% | -37.0% | +50.7% |
| All | +103.8% | +144.3% | -40.5% | +50.7% |
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