+70.5%
DOCN vs NTAP
+177.9%
-107.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -19.2% | -15.1% | -4.1% | -8.8% |
| 30D | -43.1% | -28.1% | -15.0% | -26.8% |
| 3M | -40.7% | -11.4% | -29.3% | -34.7% |
| 6M | -55.0% | +52.2% | -107.2% | -68.1% |
| YTD | +50.6% | +60.4% | -9.8% | +2.2% |
| 1Y | +54.0% | +51.0% | +3.0% | +9.4% |
| 3Y | +203.9% | +135.6% | +68.3% | +38.0% |
| 5Y | -29.4% | +107.5% | -136.9% | -64.8% |
| All | +70.5% | +177.9% | -107.4% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling