+117.6%
DT vs NTAP
+282.2%
-164.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | +2.0% | -0.5% | +2.6% | +2.1% |
| 3M | +20.0% | +4.1% | +15.9% | +17.7% |
| 6M | +39.3% | +88.0% | -48.7% | +10.7% |
| YTD | +19.8% | +75.6% | -55.8% | -3.0% |
| 1Y | +4.3% | +58.9% | -54.6% | -12.8% |
| 3Y | +7.7% | +153.6% | -145.9% | -26.5% |
| 5Y | -26.8% | +127.6% | -154.5% | -49.2% |
| All | +117.6% | +282.2% | -164.6% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling