+305.2%
NTAP vs DBX
+22.6%
+282.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.1% | +8.1% |
| 7D | +7.4% | +2.1% | +5.3% | +6.7% |
| 30D | -1.4% | +5.7% | -7.1% | -3.3% |
| 3M | +24.6% | +31.8% | -7.2% | +13.7% |
| 6M | +105.9% | +37.5% | +68.4% | +84.3% |
| YTD | +88.5% | +27.9% | +60.6% | +72.5% |
| 1Y | +62.1% | +15.0% | +47.1% | +52.6% |
| 3Y | +169.1% | +27.2% | +141.9% | +139.0% |
| 5Y | +141.9% | +12.8% | +129.1% | +116.6% |
| All | +305.2% | +22.6% | +282.6% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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