+145.1%
NTAP vs DD
+90.7%
+54.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +1.6% |
| 7D | -5.0% | +9.8% | -14.8% | -8.5% |
| 30D | -25.8% | +19.3% | -45.1% | -30.9% |
| 3M | -6.9% | +9.4% | -16.3% | -10.4% |
| 6M | +50.0% | +4.8% | +45.2% | +46.5% |
| YTD | +66.9% | +30.2% | +36.7% | +48.3% |
| 1Y | +58.3% | +32.2% | +26.0% | +39.6% |
| 3Y | +145.1% | +93.1% | +52.0% | +64.5% |
| All | +145.1% | +90.7% | +54.5% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling