+88.3%
DT vs NTAP
+284.1%
-195.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +2.7% | +9.9% | -7.1% | -0.3% |
| 30D | -30.4% | -22.1% | -8.2% | -24.8% |
| 3M | -9.4% | -7.7% | -1.7% | -7.9% |
| 6M | +14.5% | +60.9% | -46.4% | -4.7% |
| YTD | +3.6% | +76.4% | -72.8% | -16.9% |
| 1Y | -3.4% | +69.3% | -72.8% | -21.5% |
| 3Y | -11.1% | +154.6% | -165.7% | -39.9% |
| 5Y | -39.5% | +131.4% | -170.9% | -58.5% |
| All | +88.3% | +284.1% | -195.9% | -0.2% |
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 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