+85.5%
DT vs NTAP
+278.0%
-192.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.3% | +0.4% |
| 7D | -5.4% | -2.4% | -3.0% | -4.7% |
| 30D | -32.2% | -23.4% | -8.8% | -26.4% |
| 3M | -10.9% | -7.5% | -3.4% | -9.5% |
| 6M | +10.0% | +56.4% | -46.4% | -7.6% |
| YTD | +2.1% | +73.6% | -71.5% | -17.7% |
| 1Y | -5.5% | +68.4% | -73.9% | -23.1% |
| 3Y | -12.4% | +150.6% | -163.0% | -40.5% |
| 5Y | -39.7% | +122.5% | -162.2% | -58.2% |
| All | +85.5% | +278.0% | -192.5% | -1.1% |
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 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