-48.1%
DOCS vs NTAP
+48.9%
-96.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | -15.1% | +14.3% | +0.1% |
| 30D | +17.4% | -28.1% | +45.5% | +19.2% |
| 3M | +57.4% | -11.4% | +68.8% | +57.7% |
| 6M | +26.5% | +52.2% | -25.7% | +16.5% |
| YTD | -26.6% | +60.4% | -87.0% | -33.1% |
| 1Y | -48.1% | +51.0% | -99.0% | -51.4% |
| All | -48.1% | +48.9% | -96.9% | -51.4% |
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 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