+0.1%
DOW vs NTAP
+232.7%
-232.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +5.2% | +7.2% | -2.0% | +2.3% |
| 30D | +13.2% | -18.4% | +31.6% | +21.5% |
| 3M | +10.1% | -11.3% | +21.4% | +12.9% |
| 6M | -13.1% | +53.8% | -66.8% | -32.2% |
| YTD | +46.1% | +72.0% | -25.8% | +7.2% |
| 1Y | +50.0% | +68.0% | -18.0% | +11.3% |
| 3Y | -20.2% | +149.5% | -169.7% | -54.3% |
| 5Y | -27.7% | +125.6% | -153.3% | -57.5% |
| All | +0.1% | +232.7% | -232.6% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling