-5.7%
DT vs NTAP
+66.6%
-72.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -25.5% | -16.1% | -9.4% | -22.3% |
| 30D | -22.3% | -15.9% | -6.4% | -19.1% |
| 3M | +2.3% | -1.2% | +3.6% | +2.2% |
| 6M | +20.7% | +70.1% | -49.3% | +0.2% |
| YTD | +7.9% | +77.9% | -70.0% | -14.0% |
| 1Y | -5.7% | +68.1% | -73.9% | -24.1% |
| All | -5.7% | +66.6% | -72.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling