+87.1%
DOCN vs NTAP
+189.1%
-102.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -12.1% | -7.8% | -4.4% | -6.1% |
| 30D | -41.0% | -25.8% | -15.2% | -25.9% |
| 3M | -38.7% | -11.2% | -27.5% | -32.6% |
| 6M | -51.5% | +49.9% | -101.4% | -65.2% |
| YTD | +65.3% | +66.9% | -1.6% | +9.1% |
| 1Y | +53.9% | +58.8% | -4.9% | +5.5% |
| 3Y | +215.6% | +140.8% | +74.7% | +41.8% |
| 5Y | -26.2% | +115.0% | -141.2% | -64.2% |
| All | +87.1% | +189.1% | -102.0% | -16.8% |
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