+124.8%
NTAP vs DBX
+8.9%
+115.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.1% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | -7.0% | 0.0% | -7.0% | -7.3% |
| 3M | +12.3% | +26.1% | -13.8% | +3.0% |
| 6M | +85.1% | +29.4% | +55.8% | +67.1% |
| YTD | +74.8% | +24.4% | +50.3% | +59.8% |
| 1Y | +52.7% | +10.9% | +41.8% | +44.7% |
| 3Y | +147.7% | +24.1% | +123.6% | +116.9% |
| 5Y | +124.8% | +7.8% | +117.0% | +95.4% |
| All | +124.8% | +8.9% | +115.9% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling