-100.0%
DFNS vs NTAP
+359.9%
-459.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -5.7% |
| 7D | -6.0% | +7.2% | -13.2% | -5.5% |
| 30D | -71.2% | -18.4% | -52.8% | -71.8% |
| 3M | -94.5% | -11.3% | -83.2% | -94.6% |
| 6M | -96.5% | +53.8% | -150.3% | -96.1% |
| YTD | -99.6% | +72.0% | -171.6% | -99.6% |
| 1Y | -99.7% | +68.0% | -167.7% | -99.7% |
| 3Y | -100.0% | +149.5% | -249.5% | -100.0% |
| 5Y | -100.0% | +125.6% | -225.6% | -100.0% |
| All | -100.0% | +359.9% | -459.8% | -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