+562.2%
NTAP vs DD
+97.1%
+465.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | +7.2% | +5.0% | +2.2% | +4.6% |
| 30D | -18.4% | +19.7% | -38.1% | -25.6% |
| 3M | -11.3% | +7.2% | -18.5% | -14.6% |
| 6M | +53.8% | +1.0% | +52.7% | +51.9% |
| YTD | +72.0% | +29.1% | +42.9% | +48.8% |
| 1Y | +68.0% | +28.5% | +39.6% | +45.7% |
| 3Y | +149.5% | +89.4% | +60.0% | +69.9% |
| 5Y | +125.6% | +67.1% | +58.4% | +60.7% |
| All | +562.2% | +97.1% | +465.1% | +312.8% |
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