+576.6%
NTAP vs DAR
+288.2%
+288.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +2.7% |
| 7D | -5.0% | -2.8% | -2.2% | -4.1% |
| 30D | -25.8% | -12.8% | -12.9% | -22.7% |
| 3M | -6.9% | -11.6% | +4.7% | -3.8% |
| 6M | +50.0% | -16.8% | +66.8% | +57.2% |
| YTD | +66.9% | +45.9% | +21.0% | +47.7% |
| 1Y | +58.3% | +61.5% | -3.2% | +35.6% |
| 3Y | +145.1% | +23.0% | +122.2% | +116.4% |
| 5Y | +114.2% | -35.8% | +150.0% | +125.9% |
| 10Y | +576.6% | +280.4% | +296.2% | +251.6% |
| All | +576.6% | +288.2% | +288.3% | +251.6% |
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