+114.2%
NTAP vs DD
+71.8%
+42.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +1.3% |
| 7D | -5.0% | +9.8% | -14.8% | -8.9% |
| 30D | -25.8% | +19.3% | -45.1% | -31.6% |
| 3M | -6.9% | +9.4% | -16.3% | -10.8% |
| 6M | +50.0% | +4.8% | +45.2% | +46.0% |
| YTD | +66.9% | +30.2% | +36.7% | +45.7% |
| 1Y | +58.3% | +32.2% | +26.0% | +37.1% |
| 3Y | +145.1% | +93.1% | +52.0% | +69.1% |
| 5Y | +114.2% | +68.0% | +46.2% | +56.7% |
| All | +114.2% | +71.8% | +42.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling