-99.9%
DFNS vs NTAP
+378.4%
-478.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.6% |
| 7D | +0.8% | +3.3% | -2.5% | +1.1% |
| 30D | -73.2% | -0.2% | -73.0% | -73.3% |
| 3M | -72.4% | +11.4% | -83.8% | -72.0% |
| 6M | -95.2% | +88.7% | -183.9% | -94.4% |
| YTD | -98.0% | +78.9% | -176.9% | -97.7% |
| 1Y | -98.3% | +58.8% | -157.1% | -98.2% |
| 3Y | -99.9% | +153.5% | -253.4% | -99.9% |
| 5Y | -99.9% | +136.7% | -236.6% | -99.9% |
| All | -99.9% | +378.4% | -478.3% | -99.8% |
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