+104.3%
DAL vs NTAP
+583.1%
-478.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | -1.1% | +7.2% | -8.3% | -4.3% |
| 30D | +12.8% | -18.4% | +31.2% | +22.7% |
| 3M | -5.3% | -11.3% | +6.0% | -1.7% |
| 6M | +22.4% | +53.8% | -31.4% | -6.4% |
| YTD | +25.6% | +72.0% | -46.4% | -10.3% |
| 1Y | +45.5% | +68.0% | -22.5% | +5.1% |
| 3Y | +161.0% | +149.5% | +11.5% | +46.6% |
| 5Y | +112.2% | +125.6% | -13.4% | +23.6% |
| All | +104.3% | +583.1% | -478.8% | -36.1% |
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