-4.5%
DASH vs NTR
+72.8%
-77.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.8% | +3.0% | -7.8% | -5.2% |
| 30D | -7.9% | +7.1% | -15.0% | -8.9% |
| 3M | -16.3% | +13.1% | -29.4% | -18.2% |
| 6M | +10.4% | +7.6% | +2.8% | +8.5% |
| YTD | -20.1% | +20.0% | -40.1% | -24.2% |
| 1Y | -11.4% | +30.2% | -41.6% | -17.7% |
| 3Y | +114.1% | +46.8% | +67.3% | +89.4% |
| 5Y | -5.8% | +22.7% | -28.5% | -18.1% |
| All | -4.5% | +72.8% | -77.3% | -26.7% |
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 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