+52.5%
DAL vs NTAP
+48.9%
+3.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +8.8% | -15.1% | +23.9% | +11.3% |
| 30D | +5.4% | -28.1% | +33.5% | +10.5% |
| 3M | -4.9% | -11.4% | +6.5% | -3.4% |
| 6M | +19.8% | +52.2% | -32.4% | +6.4% |
| YTD | +27.0% | +60.4% | -33.4% | +10.7% |
| 1Y | +52.5% | +51.0% | +1.5% | +38.4% |
| All | +52.5% | +48.9% | +3.6% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling