-99.9%
DFNS vs NTAP
+369.5%
-469.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -16.0% | -0.8% | -15.2% | -16.1% |
| 30D | -77.7% | -0.5% | -77.2% | -77.8% |
| 3M | -77.2% | +4.1% | -81.3% | -77.1% |
| 6M | -95.2% | +88.0% | -183.1% | -94.3% |
| YTD | -98.0% | +75.6% | -173.5% | -97.7% |
| 1Y | -98.3% | +58.9% | -157.2% | -98.2% |
| 3Y | -99.9% | +153.6% | -253.4% | -99.9% |
| 5Y | -99.9% | +127.6% | -227.5% | -99.9% |
| All | -99.9% | +369.5% | -469.3% | -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 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