-100.0%
DFNS vs NTAP
+346.4%
-446.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -2.7% |
| 7D | -42.8% | -5.0% | -37.9% | -43.1% |
| 30D | -67.6% | -25.8% | -41.8% | -68.5% |
| 3M | -94.9% | -6.9% | -88.0% | -94.9% |
| 6M | -96.7% | +50.0% | -146.7% | -96.3% |
| YTD | -99.6% | +66.9% | -166.6% | -99.6% |
| 1Y | -99.7% | +58.3% | -158.0% | -99.7% |
| 3Y | -100.0% | +145.1% | -245.1% | -100.0% |
| 5Y | -100.0% | +114.2% | -214.2% | -100.0% |
| All | -100.0% | +346.4% | -446.4% | -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 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