+236.5%
DIA vs NTAP
+589.7%
-353.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | +1.3% | -23.4% | +24.7% | +8.0% |
| 3M | -2.1% | -7.5% | +5.5% | -1.1% |
| 6M | +6.2% | +56.4% | -50.1% | -8.8% |
| YTD | +10.3% | +73.6% | -63.3% | -8.7% |
| 1Y | +11.0% | +68.4% | -57.4% | -7.5% |
| 3Y | +60.4% | +150.6% | -90.2% | +13.6% |
| 5Y | +59.1% | +122.5% | -63.4% | +14.9% |
| All | +236.5% | +589.7% | -353.2% | +75.9% |
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