-37.4%
DOCS vs NTAP
+135.3%
-172.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.7% | +5.4% | -0.4% |
| 7D | -1.3% | -22.5% | +21.1% | +8.7% |
| 30D | +19.4% | -25.7% | +45.1% | +33.3% |
| 3M | +53.4% | -9.0% | +62.4% | +55.2% |
| 6M | +28.8% | +49.2% | -20.4% | -1.3% |
| YTD | -25.1% | +60.6% | -85.7% | -45.6% |
| 1Y | -48.1% | +48.7% | -96.8% | -60.7% |
| 3Y | +51.4% | +135.6% | -84.2% | -21.3% |
| 5Y | -51.1% | +107.8% | -158.9% | -73.7% |
| All | -37.4% | +135.3% | -172.7% | -64.2% |
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