+11.7%
DASH vs NTR
+88.5%
-76.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.4% |
| 7D | -10.6% | +8.1% | -18.7% | -11.7% |
| 30D | +2.2% | +18.8% | -16.6% | -0.8% |
| 3M | +32.3% | +16.2% | +16.1% | +28.7% |
| 6M | +19.1% | +9.8% | +9.4% | +16.1% |
| YTD | -6.5% | +30.9% | -37.4% | -12.5% |
| 1Y | -14.9% | +41.8% | -56.6% | -22.0% |
| 3Y | +151.9% | +35.8% | +116.2% | +129.8% |
| 5Y | +9.4% | +51.0% | -41.6% | -10.4% |
| All | +11.7% | +88.5% | -76.8% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling