+3,523.8%
DLR vs NTAP
+970.7%
+2,553.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | +5.0% | +9.9% | -4.8% | +2.3% |
| 30D | +3.0% | -22.1% | +25.1% | +10.1% |
| 3M | -6.3% | -7.7% | +1.4% | -4.7% |
| 6M | -4.8% | +60.9% | -65.7% | -19.2% |
| YTD | +21.0% | +76.4% | -55.4% | -0.8% |
| 1Y | +15.1% | +69.3% | -54.2% | -4.6% |
| 3Y | +56.0% | +154.6% | -98.6% | +11.4% |
| 5Y | +39.1% | +131.4% | -92.3% | +0.9% |
| 10Y | +193.3% | +600.9% | -407.6% | +35.4% |
| All | +3,523.8% | +970.7% | +2,553.1% | +1,010.1% |
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