+58.4%
DAL vs NTAP
+56.4%
+2.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +4.6% |
| 7D | +10.0% | -5.0% | +15.0% | +10.8% |
| 30D | +12.0% | -25.8% | +37.8% | +16.9% |
| 3M | +0.8% | -6.9% | +7.7% | +1.7% |
| 6M | +26.2% | +50.0% | -23.8% | +13.6% |
| YTD | +33.7% | +66.9% | -33.3% | +15.8% |
| All | +58.4% | +56.4% | +2.0% | +41.8% |
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