+4.1%
DASH vs NTRA
+253.2%
-249.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -12.8% | +1.6% | -14.4% | -13.3% |
| 30D | -6.0% | +3.8% | -9.8% | -7.4% |
| 3M | +26.7% | +48.2% | -21.5% | +7.9% |
| 6M | +11.7% | +61.0% | -49.3% | -8.7% |
| YTD | -12.9% | +44.2% | -57.1% | -26.1% |
| 1Y | -23.1% | +87.3% | -110.4% | -41.2% |
| 3Y | +140.0% | +509.4% | -369.4% | +10.4% |
| 5Y | -5.1% | +175.1% | -180.2% | -50.5% |
| All | +4.1% | +253.2% | -249.1% | -52.0% |
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