+11.7%
DASH vs NTRS
+134.6%
-122.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | -10.6% | +0.4% | -10.9% | -10.8% |
| 30D | +2.2% | +1.7% | +0.5% | +1.2% |
| 3M | +32.3% | +8.9% | +23.4% | +26.3% |
| 6M | +19.1% | +30.6% | -11.5% | +2.7% |
| YTD | -6.5% | +38.7% | -45.2% | -22.0% |
| 1Y | -14.9% | +48.1% | -63.0% | -31.7% |
| 3Y | +151.9% | +165.5% | -13.6% | +44.0% |
| 5Y | +9.4% | +85.6% | -76.1% | -27.3% |
| All | +11.7% | +134.6% | -122.9% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling