+8,357.6%
DE vs NTAP
+23,869.3%
-15,511.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.1% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | +9.6% | -0.2% | +9.9% | +9.5% |
| 3M | +19.0% | +11.4% | +7.6% | +16.6% |
| 6M | +16.1% | +88.7% | -72.6% | +4.1% |
| YTD | +47.0% | +78.9% | -31.9% | +32.7% |
| 1Y | +43.1% | +58.8% | -15.7% | +31.4% |
| 3Y | +77.5% | +153.5% | -76.0% | +49.7% |
| 5Y | +96.4% | +136.7% | -40.4% | +66.6% |
| 10Y | +852.9% | +590.2% | +262.7% | +583.9% |
| All | +8,357.6% | +23,869.3% | -15,511.7% | +3,595.1% |
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