-4.5%
DASH vs NTRA
+242.6%
-247.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.4% |
| 7D | -4.8% | -15.4% | +10.7% | +0.6% |
| 30D | -7.9% | -20.0% | +12.1% | -1.2% |
| 3M | -16.3% | -0.5% | -15.8% | -17.6% |
| 6M | +10.4% | +64.9% | -54.6% | -11.4% |
| YTD | -20.1% | +39.9% | -60.0% | -32.4% |
| 1Y | -11.4% | +60.5% | -72.0% | -29.2% |
| 3Y | +114.1% | +605.9% | -491.8% | -7.7% |
| 5Y | -5.8% | +183.0% | -188.8% | -51.8% |
| All | -4.5% | +242.6% | -247.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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