+115.6%
DT vs NTAP
+278.1%
-162.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.5% | -1.0% | -1.6% | -2.3% |
| 30D | +3.5% | -7.5% | +11.0% | +6.0% |
| 3M | +26.7% | +14.6% | +12.1% | +20.3% |
| 6M | +36.1% | +91.0% | -54.9% | +7.5% |
| YTD | +18.6% | +73.7% | -55.0% | -3.6% |
| 1Y | +7.9% | +51.2% | -43.3% | -8.3% |
| 3Y | +8.6% | +146.1% | -137.6% | -25.1% |
| 5Y | -26.7% | +122.8% | -149.5% | -48.8% |
| All | +115.6% | +278.1% | -162.5% | +15.8% |
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