+158.1%
DASH vs NTR
+38.7%
+119.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.6% |
| 7D | -10.6% | +8.1% | -18.7% | -10.7% |
| 30D | +2.2% | +18.8% | -16.6% | +1.9% |
| 3M | +32.3% | +16.2% | +16.1% | +32.0% |
| 6M | +19.1% | +9.8% | +9.4% | +18.6% |
| YTD | -6.5% | +30.9% | -37.4% | -8.8% |
| 1Y | -14.9% | +41.8% | -56.6% | -18.0% |
| All | +158.1% | +38.7% | +119.4% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling