+125.6%
DAL vs NTAP
+575.4%
-449.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +10.7% | -7.8% | +18.5% | +14.7% |
| 30D | +12.5% | -25.8% | +38.3% | +27.9% |
| 3M | +3.6% | -11.2% | +14.9% | +7.6% |
| 6M | +26.7% | +49.9% | -23.2% | -1.8% |
| YTD | +34.3% | +66.9% | -32.6% | -2.7% |
| 1Y | +59.1% | +58.8% | +0.3% | +18.3% |
| 3Y | +179.9% | +140.8% | +39.0% | +60.0% |
| 5Y | +119.1% | +115.0% | +4.2% | +30.7% |
| 10Y | +125.6% | +570.8% | -445.2% | -30.1% |
| All | +125.6% | +575.4% | -449.8% | -30.1% |
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