+136.8%
DASH vs NTRS
+161.8%
-25.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -12.8% | +0.9% | -13.7% | -13.2% |
| 30D | -6.0% | -1.2% | -4.8% | -5.5% |
| 3M | +26.7% | +8.8% | +17.9% | +21.4% |
| 6M | +11.7% | +34.7% | -23.0% | -4.8% |
| YTD | -12.9% | +37.2% | -50.2% | -26.5% |
| 1Y | -23.1% | +46.3% | -69.4% | -37.5% |
| All | +136.8% | +161.8% | -25.0% | +25.1% |
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