+164.6%
DOCN vs NTAP
+204.2%
-39.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.8% | +1.9% | +1.7% |
| 30D | -9.6% | -0.5% | -9.1% | -9.2% |
| 3M | -37.7% | +4.1% | -41.8% | -39.6% |
| 6M | +115.2% | +88.0% | +27.3% | +29.8% |
| YTD | +133.7% | +75.6% | +58.2% | +47.5% |
| 1Y | +250.2% | +58.9% | +191.2% | +139.3% |
| 3Y | +320.3% | +153.6% | +166.7% | +80.9% |
| 5Y | +53.1% | +127.6% | -74.5% | -29.5% |
| All | +164.6% | +204.2% | -39.6% | +12.4% |
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 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