+153.5%
NTAP vs DD
+47.1%
+106.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | -0.2% | -7.4% | +7.2% | +2.8% |
| 3M | +11.4% | -6.4% | +17.8% | +14.0% |
| 6M | +88.7% | -2.5% | +91.1% | +89.0% |
| YTD | +78.9% | +10.2% | +68.7% | +70.6% |
| 1Y | +58.8% | +36.9% | +21.9% | +38.2% |
| 3Y | +153.5% | +47.0% | +106.5% | +106.7% |
| All | +153.5% | +47.1% | +106.4% | +106.7% |
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