+121.4%
DAL vs NTAP
+597.8%
-476.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -2.8% |
| 7D | +2.3% | -2.4% | +4.8% | +3.3% |
| 30D | +14.3% | -23.4% | +37.8% | +28.1% |
| 3M | +1.3% | -7.5% | +8.8% | +3.2% |
| 6M | +29.3% | +56.4% | -27.1% | -1.9% |
| YTD | +33.0% | +73.6% | -40.6% | -5.4% |
| 1Y | +59.8% | +68.4% | -8.5% | +15.5% |
| 3Y | +177.2% | +150.6% | +26.6% | +55.5% |
| 5Y | +118.4% | +122.5% | -4.1% | +28.2% |
| 10Y | +121.4% | +589.7% | -468.3% | -32.7% |
| All | +121.4% | +597.8% | -476.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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