+572.0%
NTAP vs D
+42.6%
+529.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -15.1% | +3.0% | -18.0% | -15.6% |
| 30D | -28.1% | +11.5% | -39.6% | -29.9% |
| 3M | -11.4% | +3.7% | -15.2% | -12.3% |
| 6M | +52.2% | +13.5% | +38.7% | +47.1% |
| YTD | +60.4% | +20.7% | +39.7% | +52.6% |
| 1Y | +51.0% | +18.2% | +32.8% | +44.2% |
| 3Y | +135.6% | +73.3% | +62.2% | +98.6% |
| 5Y | +107.5% | +12.3% | +95.3% | +99.9% |
| All | +572.0% | +42.6% | +529.4% | +527.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling