+66.4%
DOCN vs NTAP
+178.3%
-111.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.7% | -6.1% | -8.8% |
| 7D | -29.3% | -22.5% | -6.8% | -14.6% |
| 30D | -46.0% | -25.7% | -20.3% | -32.2% |
| 3M | -43.2% | -9.0% | -34.2% | -38.6% |
| 6M | -53.7% | +49.2% | -102.9% | -66.8% |
| YTD | +46.9% | +60.6% | -13.7% | -0.3% |
| 1Y | +54.3% | +48.7% | +5.7% | +10.9% |
| 3Y | +185.5% | +135.6% | +50.0% | +29.7% |
| 5Y | -31.1% | +107.8% | -138.9% | -65.7% |
| All | +66.4% | +178.3% | -111.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling