-31.9%
DIS vs NTAP
+106.9%
-138.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.2% | -15.1% | +20.3% | +9.1% |
| 30D | +11.5% | -28.1% | +39.5% | +20.0% |
| 3M | +11.5% | -11.4% | +23.0% | +13.1% |
| 6M | +8.9% | +52.2% | -43.3% | -8.7% |
| YTD | +3.4% | +60.4% | -57.0% | -15.6% |
| 1Y | +7.2% | +51.0% | -43.8% | -10.6% |
| 3Y | +43.3% | +135.6% | -92.2% | -9.5% |
| All | -31.9% | +106.9% | -138.8% | -57.5% |
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