+127.9%
NTAP vs D
+13.1%
+114.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | +7.2% | -1.4% | +8.6% | +7.2% |
| 30D | -18.4% | +7.7% | -26.1% | -18.5% |
| 3M | -11.3% | -0.3% | -11.0% | -11.2% |
| 6M | +53.8% | +10.1% | +43.7% | +53.0% |
| YTD | +72.0% | +19.1% | +52.9% | +70.3% |
| 1Y | +68.0% | +15.9% | +52.1% | +66.6% |
| 3Y | +149.5% | +75.0% | +74.5% | +136.2% |
| All | +127.9% | +13.1% | +114.9% | +137.8% |
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 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