-0.2%
DASH vs NTR
+51.1%
-51.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.6% |
| 7D | -11.2% | +3.8% | -15.0% | -11.7% |
| 30D | -7.3% | +25.2% | -32.6% | -10.4% |
| 3M | +31.4% | +21.0% | +10.4% | +27.5% |
| 6M | +11.9% | +7.6% | +4.3% | +9.9% |
| YTD | -11.5% | +32.9% | -44.4% | -16.8% |
| 1Y | -20.0% | +43.1% | -63.1% | -26.2% |
| 3Y | +143.9% | +41.6% | +102.3% | +122.2% |
| 5Y | -0.2% | +54.8% | -55.0% | -18.0% |
| All | -0.2% | +51.1% | -51.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling