-32.9%
DOCN vs NTAP
+114.1%
-147.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +4.0% | +5.0% |
| 7D | -12.8% | -5.0% | -7.8% | -8.7% |
| 30D | -41.9% | -25.8% | -16.2% | -26.8% |
| 3M | -36.9% | -6.9% | -30.0% | -32.8% |
| 6M | -52.2% | +50.0% | -102.2% | -66.0% |
| YTD | +62.7% | +66.9% | -4.2% | +6.4% |
| 1Y | +58.2% | +58.3% | 0.0% | +7.8% |
| 3Y | +219.5% | +145.1% | +74.3% | +35.6% |
| 5Y | -32.9% | +114.2% | -147.1% | -68.8% |
| All | -32.9% | +114.1% | -147.0% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling