+11.7%
DASH vs NTRA
+250.9%
-239.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | +2.2% | +19.5% | -17.4% | -5.4% |
| 3M | +32.3% | +47.8% | -15.5% | +12.7% |
| 6M | +19.1% | +61.6% | -42.5% | -2.9% |
| YTD | -6.5% | +43.3% | -49.8% | -20.4% |
| 1Y | -14.9% | +97.0% | -111.9% | -36.1% |
| 3Y | +151.9% | +424.9% | -273.0% | +22.8% |
| 5Y | +9.4% | +165.2% | -155.7% | -42.3% |
| All | +11.7% | +250.9% | -239.2% | -48.3% |
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