-100.0%
DFNS vs NTAP
+346.2%
-446.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.9% | +12.8% |
| 7D | -37.0% | -7.8% | -29.2% | -37.4% |
| 30D | -63.4% | -25.8% | -37.6% | -64.5% |
| 3M | -94.1% | -11.2% | -82.8% | -94.2% |
| 6M | -96.3% | +49.9% | -146.3% | -95.9% |
| YTD | -99.6% | +66.9% | -166.4% | -99.5% |
| 1Y | -99.7% | +58.8% | -158.5% | -99.7% |
| 3Y | -100.0% | +140.8% | -240.8% | -100.0% |
| 5Y | -100.0% | +115.0% | -215.0% | -100.0% |
| All | -100.0% | +346.2% | -446.2% | -100.0% |
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