-12.1%
DOW vs NTAP
+264.7%
-276.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.5% | -10.6% | -5.6% |
| 7D | -1.4% | +7.4% | -8.8% | -4.5% |
| 30D | -3.9% | -1.4% | -2.6% | -3.9% |
| 3M | -12.7% | +24.6% | -37.2% | -21.5% |
| 6M | -13.7% | +105.9% | -119.6% | -40.2% |
| YTD | +28.4% | +88.5% | -60.1% | -7.5% |
| 1Y | +21.8% | +62.1% | -40.3% | -5.8% |
| 3Y | -35.7% | +169.1% | -204.8% | -63.6% |
| 5Y | -36.8% | +141.9% | -178.7% | -63.2% |
| All | -12.1% | +264.7% | -276.8% | -63.0% |
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