+131.1%
NTAP vs D
+5.6%
+125.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.8% | +1.5% | -2.2% | -0.8% |
| 30D | -0.5% | -2.6% | +2.0% | -0.4% |
| 3M | +4.1% | 0.0% | +4.1% | +4.0% |
| 6M | +88.0% | +7.4% | +80.6% | +86.9% |
| YTD | +75.6% | +15.9% | +59.7% | +73.9% |
| 1Y | +58.9% | +18.1% | +40.8% | +57.1% |
| 3Y | +153.6% | +58.4% | +95.2% | +143.2% |
| All | +131.1% | +5.6% | +125.5% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling