-27.5%
DOCN vs NTAP
+124.7%
-152.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.6% | -2.3% |
| 7D | +19.1% | +7.2% | +11.9% | +13.5% |
| 30D | -21.0% | -18.4% | -2.6% | -7.2% |
| 3M | -34.7% | -11.3% | -23.4% | -28.0% |
| 6M | -45.8% | +53.8% | -99.5% | -62.0% |
| YTD | +79.4% | +72.0% | +7.4% | +14.7% |
| 1Y | +91.0% | +68.0% | +23.0% | +24.2% |
| 3Y | +237.5% | +149.5% | +88.0% | +41.3% |
| All | -27.5% | +124.7% | -152.2% | -67.7% |
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