+613.2%
DIS vs NTAP
+23,420.6%
-22,807.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | +3.5% | -0.5% | +4.0% | +3.4% |
| 3M | +6.8% | +4.1% | +2.7% | +5.5% |
| 6M | +3.0% | +88.0% | -85.0% | -9.3% |
| YTD | -6.7% | +75.6% | -82.3% | -17.0% |
| 1Y | -10.1% | +58.9% | -69.0% | -18.6% |
| 3Y | +33.0% | +153.6% | -120.5% | +9.2% |
| 5Y | -40.0% | +127.6% | -167.6% | -49.9% |
| 10Y | +21.1% | +580.4% | -559.3% | -18.2% |
| All | +613.2% | +23,420.6% | -22,807.4% | +171.9% |
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