-0.2%
DASH vs NTRA
+164.5%
-164.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.9% |
| 7D | -11.2% | +1.1% | -12.2% | -11.5% |
| 30D | -7.3% | +0.6% | -7.9% | -7.7% |
| 3M | +31.4% | +51.8% | -20.4% | +10.6% |
| 6M | +11.9% | +63.6% | -51.7% | -9.5% |
| YTD | -11.5% | +41.5% | -53.0% | -24.5% |
| 1Y | -20.0% | +93.6% | -113.7% | -39.9% |
| 3Y | +143.9% | +498.0% | -354.1% | +10.7% |
| 5Y | -0.2% | +172.5% | -172.7% | -50.0% |
| All | -0.2% | +164.5% | -164.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling