-38.0%
DOCS vs NTAP
+144.6%
-182.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +1.8% |
| 30D | +7.8% | -25.8% | +33.5% | +20.5% |
| 3M | +20.0% | -6.9% | +26.9% | +20.6% |
| 6M | +26.5% | +50.0% | -23.5% | -2.7% |
| YTD | -25.8% | +66.9% | -92.7% | -47.0% |
| 1Y | -39.5% | +58.3% | -97.7% | -55.5% |
| 3Y | +60.3% | +145.1% | -84.8% | -18.0% |
| 5Y | -57.0% | +114.2% | -171.2% | -77.3% |
| All | -38.0% | +144.6% | -182.6% | -65.1% |
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 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