-21.6%
DASH vs NTRS
+66.7%
-88.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -8.2% | +5.6% | -13.8% | -10.8% |
| 3M | -15.9% | -4.4% | -11.5% | -13.8% |
| 6M | +13.3% | +12.0% | +1.3% | +5.9% |
| YTD | -21.3% | +32.8% | -54.1% | -34.0% |
| 1Y | -11.1% | +40.0% | -51.1% | -28.0% |
| 3Y | +103.8% | +175.2% | -71.4% | +5.9% |
| 5Y | -21.6% | +66.4% | -88.0% | -48.7% |
| All | -21.6% | +66.7% | -88.3% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling