+102.9%
DAL vs NTAP
+106.9%
-4.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +8.8% | -15.1% | +23.9% | +15.7% |
| 30D | +5.4% | -28.1% | +33.5% | +19.6% |
| 3M | -4.9% | -11.4% | +6.5% | -1.8% |
| 6M | +19.8% | +52.2% | -32.4% | -7.5% |
| YTD | +27.0% | +60.4% | -33.4% | -5.7% |
| 1Y | +52.5% | +51.0% | +1.5% | +16.9% |
| 3Y | +173.8% | +135.6% | +38.3% | +53.6% |
| All | +102.9% | +106.9% | -4.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling