-34.6%
DOW vs NTAP
+153.4%
-188.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | -2.9% | +3.3% | -6.2% | -3.8% |
| 30D | +2.0% | -0.2% | +2.2% | +1.8% |
| 3M | -12.5% | +11.4% | -23.9% | -15.5% |
| 6M | -9.2% | +88.7% | -97.9% | -27.4% |
| YTD | +30.8% | +78.9% | -48.1% | +6.3% |
| 1Y | +29.4% | +58.8% | -29.4% | +9.6% |
| 3Y | -34.6% | +153.5% | -188.1% | -53.3% |
| All | -34.6% | +153.4% | -188.0% | -53.3% |
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