+12,748.4%
DHR vs NTAP
+23,869.3%
-11,120.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +12.1% | +11.4% | +0.7% | +9.9% |
| 6M | +5.4% | +88.7% | -83.3% | -4.8% |
| YTD | -10.0% | +78.9% | -88.9% | -18.2% |
| 1Y | +4.1% | +58.8% | -54.7% | -3.9% |
| 3Y | -5.2% | +153.5% | -158.7% | -19.1% |
| 5Y | -28.2% | +136.7% | -165.0% | -38.5% |
| 10Y | +208.4% | +590.2% | -381.8% | +121.4% |
| All | +12,748.4% | +23,869.3% | -11,120.8% | +5,003.4% |
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