-22.5%
DIS vs NTAP
+124.7%
-147.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.2% |
| 7D | +1.9% | +7.2% | -5.3% | +0.2% |
| 30D | +9.2% | -18.4% | +27.5% | +14.0% |
| 3M | +13.5% | -11.3% | +24.8% | +15.4% |
| 6M | +14.3% | +53.8% | -39.5% | -3.7% |
| YTD | +5.4% | +72.0% | -66.6% | -15.4% |
| 1Y | +12.2% | +68.0% | -55.9% | -9.4% |
| 3Y | +37.2% | +149.5% | -112.3% | -14.3% |
| All | -22.5% | +124.7% | -147.3% | -52.6% |
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