-5.1%
DASH vs NTAP
+218.4%
-223.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.7% | +0.3% | -5.1% |
| 7D | +0.5% | -22.5% | +23.0% | +11.9% |
| 30D | -7.1% | -25.7% | +18.6% | +4.9% |
| 3M | -13.2% | -9.0% | -4.2% | -11.8% |
| 6M | +8.3% | +49.2% | -40.9% | -18.2% |
| YTD | -20.6% | +60.6% | -81.2% | -43.1% |
| 1Y | -24.4% | +48.7% | -73.1% | -43.3% |
| 3Y | +94.5% | +135.6% | -41.0% | -3.8% |
| 5Y | -9.4% | +107.8% | -117.2% | -53.2% |
| All | -5.1% | +218.4% | -223.5% | -60.8% |
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 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