+128.1%
DAL vs NTAP
+608.6%
-480.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +3.4% |
| 7D | +10.0% | -5.0% | +15.0% | +12.4% |
| 30D | +12.0% | -25.8% | +37.8% | +27.4% |
| 3M | +0.8% | -6.9% | +7.7% | +2.2% |
| 6M | +26.2% | +50.0% | -23.8% | -2.3% |
| YTD | +33.7% | +66.9% | -33.3% | -3.1% |
| 1Y | +57.6% | +58.3% | -0.7% | +17.3% |
| 3Y | +183.5% | +145.1% | +38.3% | +60.5% |
| 5Y | +114.2% | +114.2% | 0.0% | +28.0% |
| 10Y | +128.1% | +576.6% | -448.4% | -29.7% |
| All | +128.1% | +608.6% | -480.5% | -29.7% |
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