+18,710.3%
NTAP vs D
+1,273.0%
+17,437.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -7.8% | +2.4% | -10.1% | -8.5% |
| 30D | -25.8% | +10.9% | -36.7% | -28.6% |
| 3M | -11.2% | +2.8% | -14.1% | -12.4% |
| 6M | +49.9% | +12.7% | +37.2% | +42.5% |
| YTD | +66.9% | +20.3% | +46.5% | +54.6% |
| 1Y | +58.8% | +17.1% | +41.7% | +48.3% |
| 3Y | +140.8% | +75.1% | +65.7% | +88.4% |
| 5Y | +115.0% | +13.1% | +101.9% | +95.7% |
| 10Y | +570.8% | +48.3% | +522.5% | +425.3% |
| All | +18,710.3% | +1,273.0% | +17,437.3% | +8,255.0% |
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 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