+89.6%
DE vs NTAP
+148.4%
-58.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.4% |
| 7D | +0.3% | +7.2% | -6.9% | -0.6% |
| 30D | +3.6% | -18.4% | +21.9% | +6.0% |
| 3M | +10.2% | -11.3% | +21.6% | +11.2% |
| 6M | +16.6% | +53.8% | -37.2% | +5.8% |
| YTD | +45.8% | +72.0% | -26.2% | +28.5% |
| 1Y | +43.9% | +68.0% | -24.1% | +27.4% |
| 3Y | +89.6% | +149.5% | -59.9% | +52.5% |
| All | +89.6% | +148.4% | -58.8% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling