+244.3%
DIA vs NTAP
+591.7%
-347.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.0% | -1.0% | -2.1% | -2.8% |
| 30D | -3.0% | -7.5% | +4.5% | -1.1% |
| 3M | +4.5% | +14.6% | -10.1% | +0.1% |
| 6M | +9.8% | +91.0% | -81.2% | -10.4% |
| YTD | +9.3% | +73.7% | -64.4% | -8.7% |
| 1Y | +16.0% | +51.2% | -35.3% | +0.6% |
| 3Y | +57.7% | +146.1% | -88.4% | +13.5% |
| 5Y | +63.8% | +122.8% | -59.1% | +19.3% |
| All | +244.3% | +591.7% | -347.4% | +76.4% |
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 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