-48.1%
DOCS vs NTAP
+50.4%
-98.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.7% | +5.4% | -3.7% |
| 7D | -1.3% | -22.5% | +21.1% | 0.0% |
| 30D | +19.4% | -25.7% | +45.1% | +21.1% |
| 3M | +53.4% | -9.0% | +62.4% | +53.2% |
| 6M | +28.8% | +49.2% | -20.4% | +18.9% |
| YTD | -25.1% | +60.6% | -85.7% | -31.9% |
| 1Y | -48.1% | +48.7% | -96.8% | -50.9% |
| All | -48.1% | +50.4% | -98.5% | -50.9% |
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 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