+576.6%
NTAP vs D
+42.1%
+534.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | -5.0% | +0.8% | -5.7% | -5.2% |
| 30D | -25.8% | +10.7% | -36.5% | -27.5% |
| 3M | -6.9% | +2.3% | -9.2% | -7.5% |
| 6M | +50.0% | +12.5% | +37.5% | +45.2% |
| YTD | +66.9% | +20.1% | +46.9% | +58.9% |
| 1Y | +58.3% | +15.6% | +42.7% | +51.9% |
| 3Y | +145.1% | +75.2% | +70.0% | +105.6% |
| 5Y | +114.2% | +14.6% | +99.6% | +104.6% |
| 10Y | +576.6% | +43.8% | +532.8% | +529.8% |
| All | +576.6% | +42.1% | +534.4% | +529.8% |
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