+19,691.7%
NTAP vs D
+1,222.2%
+18,469.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.5% | -3.6% | +3.0% | +0.7% |
| 3M | +4.1% | -1.0% | +5.1% | +4.2% |
| 6M | +88.0% | +6.3% | +81.7% | +82.7% |
| YTD | +75.6% | +14.7% | +60.9% | +66.1% |
| 1Y | +58.9% | +16.9% | +42.0% | +48.8% |
| 3Y | +153.6% | +56.8% | +96.8% | +106.6% |
| 5Y | +127.6% | +5.2% | +122.4% | +113.3% |
| 10Y | +580.4% | +35.9% | +544.5% | +452.7% |
| All | +19,691.7% | +1,222.2% | +18,469.6% | +8,836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling