+3,472.7%
DLR vs NTAP
+912.6%
+2,560.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +0.3% | -7.8% | +8.1% | +2.6% |
| 30D | +1.2% | -25.8% | +27.0% | +9.7% |
| 3M | -4.8% | -11.2% | +6.4% | -2.1% |
| 6M | -6.1% | +49.9% | -56.1% | -18.7% |
| YTD | +19.3% | +66.9% | -47.6% | -0.6% |
| 1Y | +10.0% | +58.8% | -48.9% | -7.2% |
| 3Y | +53.8% | +140.8% | -87.0% | +11.6% |
| 5Y | +39.1% | +115.0% | -75.9% | +3.0% |
| 10Y | +188.1% | +570.8% | -382.7% | +34.7% |
| All | +3,472.7% | +912.6% | +2,560.0% | +1,012.1% |
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