+590.2%
NTAP vs D
+35.9%
+554.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | -0.2% | -0.7% | +0.5% | 0.0% |
| 3M | +11.4% | +2.1% | +9.3% | +10.7% |
| 6M | +88.7% | +6.8% | +81.8% | +84.9% |
| YTD | +78.9% | +16.5% | +62.4% | +71.6% |
| 1Y | +58.8% | +19.2% | +39.7% | +51.2% |
| 3Y | +153.5% | +61.9% | +91.7% | +116.8% |
| 5Y | +136.7% | +6.5% | +130.2% | +131.2% |
| 10Y | +590.2% | +35.3% | +554.9% | +535.1% |
| All | +590.2% | +35.9% | +554.3% | +535.1% |
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