+68.1%
NTAP vs D
+23.9%
+44.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -0.6% |
| 7D | -16.1% | +8.5% | -24.6% | -14.5% |
| 30D | -15.9% | +14.3% | -30.3% | -13.8% |
| 3M | -1.2% | +1.8% | -3.0% | 0.0% |
| 6M | +70.1% | +13.0% | +57.0% | +72.7% |
| YTD | +77.9% | +22.7% | +55.2% | +82.6% |
| 1Y | +68.1% | +22.6% | +45.5% | +73.3% |
| All | +68.1% | +23.9% | +44.2% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling