+59.9%
DIA vs NTAP
+153.4%
-93.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.4% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +4.2% | +11.4% | -7.2% | +2.1% |
| 6M | +11.9% | +88.7% | -76.8% | -1.2% |
| YTD | +10.8% | +78.9% | -68.1% | -1.3% |
| 1Y | +17.5% | +58.8% | -41.3% | +7.0% |
| 3Y | +59.9% | +153.5% | -93.6% | +33.1% |
| All | +59.9% | +153.4% | -93.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling