+4,404.4%
DELL vs NTAP
+650.8%
+3,753.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.5% | +3.4% | +6.1% |
| 7D | +8.2% | +7.4% | +0.9% | +3.3% |
| 30D | +17.1% | -1.4% | +18.5% | +18.5% |
| 3M | +45.2% | +24.6% | +20.6% | +25.1% |
| 6M | +286.8% | +105.9% | +180.9% | +146.7% |
| YTD | +354.8% | +88.5% | +266.3% | +207.1% |
| 1Y | +358.3% | +62.1% | +296.2% | +240.0% |
| 3Y | +724.9% | +169.1% | +555.9% | +366.9% |
| 5Y | +1,193.7% | +141.9% | +1,051.8% | +665.7% |
| All | +4,404.4% | +650.8% | +3,753.6% | +1,553.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling