-8.9%
DASH vs NTR
+70.3%
-79.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.9% |
| 30D | -10.6% | +2.2% | -12.8% | -10.9% |
| 3M | -18.8% | +6.8% | -25.6% | -19.8% |
| 6M | +11.2% | +0.6% | +10.6% | +10.7% |
| YTD | -23.8% | +18.2% | -42.0% | -27.6% |
| 1Y | -12.2% | +21.3% | -33.5% | -17.1% |
| 3Y | +97.3% | +46.6% | +50.7% | +74.3% |
| 5Y | -29.8% | +21.3% | -51.1% | -38.9% |
| All | -8.9% | +70.3% | -79.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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