+589.7%
NTAP vs DAR
+364.6%
+225.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -7.0% | +7.4% | -14.5% | -9.1% |
| 3M | +12.3% | +15.7% | -3.4% | +7.2% |
| 6M | +85.1% | +30.0% | +55.1% | +70.3% |
| YTD | +74.8% | +87.5% | -12.8% | +44.0% |
| 1Y | +52.7% | +113.4% | -60.7% | +20.0% |
| 3Y | +147.7% | +15.3% | +132.4% | +125.6% |
| 5Y | +124.8% | -4.3% | +129.1% | +107.9% |
| 10Y | +589.7% | +380.2% | +209.6% | +237.3% |
| All | +589.7% | +364.6% | +225.1% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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