+6.1%
DASH vs NTRS
+135.3%
-129.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.2% |
| 7D | -9.4% | +0.3% | -9.8% | -9.6% |
| 30D | -5.2% | +0.2% | -5.3% | -5.3% |
| 3M | +33.1% | +13.2% | +19.9% | +24.5% |
| 6M | +18.3% | +36.9% | -18.6% | -0.5% |
| YTD | -11.2% | +39.1% | -50.3% | -26.1% |
| 1Y | -21.9% | +50.4% | -72.4% | -37.8% |
| 3Y | +144.7% | +166.8% | -22.1% | +39.5% |
| 5Y | -4.4% | +92.9% | -97.3% | -36.8% |
| All | +6.1% | +135.3% | -129.3% | -32.3% |
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