+589.7%
NTAP vs DD
+99.0%
+490.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.5% |
| 7D | -2.4% | +3.2% | -5.7% | -3.9% |
| 30D | -23.4% | +20.3% | -43.7% | -30.3% |
| 3M | -7.5% | +8.2% | -15.7% | -11.4% |
| 6M | +56.4% | +3.4% | +53.0% | +52.7% |
| YTD | +73.6% | +30.6% | +43.0% | +49.3% |
| 1Y | +68.4% | +30.6% | +37.7% | +44.8% |
| 3Y | +150.6% | +91.1% | +59.5% | +69.9% |
| 5Y | +122.5% | +68.6% | +53.9% | +57.8% |
| 10Y | +589.7% | +99.9% | +489.8% | +333.2% |
| All | +589.7% | +99.0% | +490.7% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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