+279.2%
NTAP vs DBX
+15.6%
+263.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.3% |
| 7D | +9.9% | -6.3% | +16.2% | +11.9% |
| 30D | -22.1% | -5.9% | -16.3% | -20.9% |
| 3M | -7.7% | -0.4% | -7.3% | -8.3% |
| 6M | +60.9% | +29.8% | +31.1% | +46.6% |
| YTD | +76.4% | +20.5% | +55.9% | +63.5% |
| 1Y | +69.3% | +8.7% | +60.7% | +61.7% |
| 3Y | +154.6% | +25.9% | +128.7% | +125.6% |
| 5Y | +131.4% | +24.2% | +107.3% | +101.5% |
| All | +279.2% | +15.6% | +263.7% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling