+11.7%
DASH vs NTAP
+248.1%
-236.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | +2.2% | -0.5% | +2.7% | +1.9% |
| 3M | +32.3% | +4.1% | +28.2% | +28.0% |
| 6M | +19.1% | +88.0% | -68.8% | -18.7% |
| YTD | -6.5% | +75.6% | -82.1% | -34.2% |
| 1Y | -14.9% | +58.9% | -73.8% | -36.6% |
| 3Y | +151.9% | +153.6% | -1.6% | +24.1% |
| 5Y | +9.4% | +127.6% | -118.2% | -44.6% |
| All | +11.7% | +248.1% | -236.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling