-73.2%
DOCS vs NTAP
+128.6%
-201.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | -0.8% | -0.7% | -1.1% |
| 30D | +21.8% | -0.5% | +22.4% | +21.1% |
| 3M | +27.3% | +4.1% | +23.2% | +22.7% |
| 6M | -0.3% | +88.0% | -88.3% | -31.4% |
| YTD | -40.5% | +75.6% | -116.1% | -58.0% |
| 1Y | -61.5% | +58.9% | -120.5% | -71.2% |
| 3Y | +8.2% | +153.6% | -145.4% | -45.7% |
| All | -73.2% | +128.6% | -201.8% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling