+55.8%
DOCS vs NTAP
+135.5%
-79.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.7% | +5.4% | -2.0% |
| 7D | -1.3% | -22.5% | +21.1% | +4.6% |
| 30D | +19.4% | -25.7% | +45.1% | +27.7% |
| 3M | +53.4% | -9.0% | +62.4% | +54.5% |
| 6M | +28.8% | +49.2% | -20.4% | +8.0% |
| YTD | -25.1% | +60.6% | -85.7% | -39.4% |
| 1Y | -48.1% | +48.7% | -96.8% | -56.7% |
| All | +55.8% | +135.5% | -79.8% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling