-34.9%
DOCS vs NTAP
+70.2%
-105.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +0.1% | +9.9% | -9.8% | -0.5% |
| 30D | +8.7% | -22.1% | +30.8% | +9.7% |
| 3M | +32.9% | -7.7% | +40.5% | +32.9% |
| 6M | +25.5% | +60.9% | -35.4% | +16.5% |
| YTD | -25.0% | +76.4% | -101.5% | -31.5% |
| 1Y | -34.9% | +69.3% | -104.2% | -39.9% |
| All | -34.9% | +70.2% | -105.1% | -39.9% |
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