+111.9%
DOCN vs NTAP
+205.7%
-93.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.2% |
| 7D | +27.4% | +9.9% | +17.5% | +19.3% |
| 30D | -29.7% | -22.1% | -7.6% | -14.6% |
| 3M | -32.5% | -7.7% | -24.8% | -27.8% |
| 6M | -42.2% | +60.9% | -103.1% | -60.5% |
| YTD | +87.2% | +76.4% | +10.7% | +18.9% |
| 1Y | +86.2% | +69.3% | +16.9% | +22.0% |
| 3Y | +257.4% | +154.6% | +102.8% | +54.5% |
| 5Y | -27.4% | +131.4% | -158.8% | -66.3% |
| All | +111.9% | +205.7% | -93.8% | -9.4% |
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