+98.6%
DASH vs NTRS
+176.8%
-78.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -8.2% | +5.6% | -13.8% | -10.4% |
| 3M | -15.9% | -4.4% | -11.5% | -14.2% |
| 6M | +13.3% | +12.0% | +1.3% | +7.2% |
| YTD | -21.3% | +32.8% | -54.1% | -32.0% |
| 1Y | -11.1% | +40.0% | -51.1% | -25.4% |
| All | +98.6% | +176.8% | -78.2% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling