+3,595.7%
DLR vs NTAP
+965.5%
+2,630.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.6% | -0.8% | +2.3% | +1.8% |
| 30D | -3.4% | -0.5% | -2.8% | -3.3% |
| 3M | +0.5% | +4.1% | -3.6% | -1.3% |
| 6M | +4.6% | +88.0% | -83.4% | -15.0% |
| YTD | +23.4% | +75.6% | -52.2% | +1.9% |
| 1Y | +19.0% | +58.9% | -39.9% | +1.0% |
| 3Y | +56.5% | +153.6% | -97.0% | +12.6% |
| 5Y | +33.3% | +127.6% | -94.3% | -2.5% |
| 10Y | +165.1% | +580.4% | -415.2% | +24.1% |
| All | +3,595.7% | +965.5% | +2,630.2% | +1,040.3% |
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