-61.5%
DOCS vs NTAP
+61.4%
-122.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | -0.8% | -0.7% | -1.4% |
| 30D | +21.8% | -0.5% | +22.4% | +21.4% |
| 3M | +27.3% | +4.1% | +23.2% | +25.7% |
| 6M | -0.3% | +88.0% | -88.3% | -14.8% |
| YTD | -40.5% | +75.6% | -116.1% | -47.9% |
| 1Y | -61.5% | +58.9% | -120.5% | -64.1% |
| All | -61.5% | +61.4% | -122.9% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling