+1,129.1%
DIA vs NTAP
+7,243.5%
-6,114.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | +3.8% | +4.1% | -0.3% | +2.8% |
| 6M | +10.3% | +88.0% | -77.7% | -0.9% |
| YTD | +12.1% | +75.6% | -63.5% | +1.6% |
| 1Y | +18.6% | +58.9% | -40.3% | +9.1% |
| 3Y | +60.6% | +153.6% | -92.9% | +35.5% |
| 5Y | +64.4% | +127.6% | -63.2% | +40.1% |
| 10Y | +250.1% | +580.4% | -330.3% | +148.8% |
| All | +1,129.1% | +7,243.5% | -6,114.4% | +374.2% |
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