+392.2%
DAL vs NTAP
+511.2%
-118.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +8.8% | -15.1% | +23.9% | +16.8% |
| 30D | +5.4% | -28.1% | +33.5% | +21.8% |
| 3M | -4.9% | -11.4% | +6.5% | -1.3% |
| 6M | +19.8% | +52.2% | -32.4% | -7.6% |
| YTD | +27.0% | +60.4% | -33.4% | -5.5% |
| 1Y | +52.5% | +51.0% | +1.5% | +16.8% |
| 3Y | +173.8% | +135.6% | +38.3% | +62.3% |
| 5Y | +104.5% | +107.5% | -3.0% | +27.6% |
| 10Y | +129.7% | +608.6% | -478.9% | -27.6% |
| All | +392.2% | +511.2% | -118.9% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling