+143.9%
DASH vs NTRA
+484.0%
-340.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.0% |
| 7D | -11.2% | +1.1% | -12.2% | -11.4% |
| 30D | -7.3% | +0.6% | -7.9% | -7.6% |
| 3M | +31.4% | +51.8% | -20.4% | +13.9% |
| 6M | +11.9% | +63.6% | -51.7% | -6.1% |
| YTD | -11.5% | +41.5% | -53.0% | -22.4% |
| 1Y | -20.0% | +93.6% | -113.7% | -36.7% |
| 3Y | +143.9% | +498.0% | -354.1% | +39.9% |
| All | +143.9% | +484.0% | -340.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling