-28.4%
DT vs NTAP
+129.9%
-158.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.5% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | +0.1% | -7.0% | +7.1% | +2.6% |
| 3M | +24.1% | +12.3% | +11.8% | +17.7% |
| 6M | +30.1% | +85.1% | -55.0% | -0.7% |
| YTD | +16.8% | +74.8% | -58.0% | -9.2% |
| 1Y | -0.1% | +52.7% | -52.8% | -18.1% |
| 3Y | +6.8% | +147.7% | -140.8% | -35.7% |
| 5Y | -28.4% | +124.8% | -153.2% | -56.4% |
| All | -28.4% | +129.9% | -158.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling