-5.2%
DASH vs NTRA
+232.2%
-237.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.6% | +14.5% | +5.0% |
| 7D | +0.4% | -25.0% | +25.4% | +10.3% |
| 30D | -6.0% | -21.5% | +15.4% | +1.4% |
| 3M | -15.8% | +17.1% | -32.8% | -22.5% |
| 6M | +7.0% | +44.4% | -37.5% | -9.9% |
| YTD | -20.7% | +35.6% | -56.3% | -32.2% |
| 1Y | -8.5% | +56.5% | -65.1% | -26.2% |
| 3Y | +101.8% | +620.8% | -519.0% | -14.1% |
| 5Y | -9.6% | +167.9% | -177.5% | -52.9% |
| All | -5.2% | +232.2% | -237.4% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling