+203.8%
DHR vs NTAP
+650.8%
-447.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.7% | -2.1% |
| 7D | -3.6% | +7.4% | -11.0% | -5.2% |
| 30D | -2.7% | -1.4% | -1.4% | -2.7% |
| 3M | +10.9% | +24.6% | -13.6% | +4.7% |
| 6M | +3.0% | +105.9% | -102.9% | -15.1% |
| YTD | -12.2% | +88.5% | -100.7% | -26.2% |
| 1Y | +3.3% | +62.1% | -58.8% | -10.1% |
| 3Y | -8.2% | +169.1% | -177.3% | -31.7% |
| 5Y | -29.9% | +141.9% | -171.8% | -47.4% |
| All | +203.8% | +650.8% | -447.0% | +73.6% |
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