-8.9%
DASH vs NTRS
+123.4%
-132.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | -4.1% | +3.7% | -7.7% | -5.9% |
| 30D | -10.6% | +6.1% | -16.7% | -13.1% |
| 3M | -18.8% | -6.7% | -12.1% | -15.8% |
| 6M | +11.2% | +10.5% | +0.7% | +5.4% |
| YTD | -23.8% | +32.0% | -55.8% | -34.8% |
| 1Y | -12.2% | +37.0% | -49.2% | -26.5% |
| 3Y | +97.3% | +173.6% | -76.3% | +11.2% |
| 5Y | -29.8% | +64.4% | -94.3% | -51.8% |
| All | -8.9% | +123.4% | -132.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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