+68.0%
NTAP vs DBX
+9.0%
+59.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.2% | -3.3% | +10.5% | +7.8% |
| 30D | -18.4% | -5.9% | -12.5% | -17.5% |
| 3M | -11.3% | -6.7% | -4.6% | -10.3% |
| 6M | +53.8% | +28.0% | +25.8% | +41.6% |
| YTD | +72.0% | +20.6% | +51.4% | +56.9% |
| 1Y | +68.0% | +10.3% | +57.7% | +53.9% |
| All | +68.0% | +9.0% | +59.0% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling