-38.7%
DOCS vs NTAP
+135.1%
-173.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | -15.1% | +14.3% | +5.5% |
| 30D | +17.4% | -28.1% | +45.5% | +32.9% |
| 3M | +57.4% | -11.4% | +68.8% | +61.2% |
| 6M | +26.5% | +52.2% | -25.7% | -4.0% |
| YTD | -26.6% | +60.4% | -87.0% | -46.7% |
| 1Y | -48.1% | +51.0% | -99.0% | -61.0% |
| 3Y | +52.6% | +135.6% | -82.9% | -20.7% |
| 5Y | -52.1% | +107.5% | -159.6% | -74.2% |
| All | -38.7% | +135.1% | -173.7% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling