+47.9%
DE vs NTAP
+61.4%
-13.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +10.0% | -0.8% | +10.8% | +10.1% |
| 30D | +13.3% | -0.5% | +13.9% | +13.3% |
| 3M | +17.5% | +4.1% | +13.4% | +17.0% |
| 6M | +13.6% | +88.0% | -74.4% | +4.5% |
| YTD | +49.8% | +75.6% | -25.8% | +39.0% |
| 1Y | +47.9% | +58.9% | -11.0% | +37.5% |
| All | +47.9% | +61.4% | -13.5% | +37.5% |
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