+63.6%
DIA vs NTAP
+129.9%
-66.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | -2.7% | -7.0% | +4.3% | -1.3% |
| 3M | +3.3% | +12.3% | -9.0% | +0.3% |
| 6M | +10.4% | +85.1% | -74.7% | -6.1% |
| YTD | +10.0% | +74.8% | -64.8% | -5.4% |
| 1Y | +16.2% | +52.7% | -36.5% | +3.3% |
| 3Y | +58.7% | +147.7% | -88.9% | +17.7% |
| 5Y | +63.6% | +124.8% | -61.2% | +20.8% |
| All | +63.6% | +129.9% | -66.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling