-35.9%
DOW vs NTAP
+129.9%
-165.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -6.0% | +2.2% | -8.2% | -6.7% |
| 30D | -2.7% | -7.0% | +4.3% | -0.7% |
| 3M | -10.5% | +12.3% | -22.8% | -14.4% |
| 6M | -12.4% | +85.1% | -97.6% | -31.8% |
| YTD | +30.0% | +74.8% | -44.7% | +3.3% |
| 1Y | +27.8% | +52.7% | -24.9% | +6.9% |
| 3Y | -34.9% | +147.7% | -182.6% | -57.4% |
| 5Y | -35.9% | +124.8% | -160.7% | -58.2% |
| All | -35.9% | +129.9% | -165.8% | -58.2% |
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