-10.8%
DOW vs NTAP
+239.7%
-250.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +0.4% | -0.5% | +0.9% | +0.3% |
| 3M | -14.4% | +4.1% | -18.5% | -16.8% |
| 6M | -7.0% | +88.0% | -94.9% | -32.8% |
| YTD | +30.2% | +75.6% | -45.4% | -3.1% |
| 1Y | +29.2% | +58.9% | -29.7% | +0.8% |
| 3Y | -36.7% | +153.6% | -190.3% | -63.2% |
| 5Y | -37.7% | +127.6% | -165.3% | -62.7% |
| All | -10.8% | +239.7% | -250.5% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling