+6.2%
DT vs NTAP
+153.4%
-147.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.6% |
| 7D | -4.9% | +3.3% | -8.1% | -5.7% |
| 30D | +2.7% | -0.2% | +2.9% | +2.6% |
| 3M | +20.0% | +11.4% | +8.6% | +15.8% |
| 6M | +28.0% | +88.7% | -60.6% | +4.7% |
| YTD | +16.0% | +78.9% | -62.9% | -4.0% |
| 1Y | +0.7% | +58.8% | -58.1% | -14.0% |
| 3Y | +6.2% | +153.5% | -147.4% | -24.1% |
| All | +6.2% | +153.4% | -147.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling