+124.8%
NTAP vs DD
+59.3%
+65.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.1% |
| 7D | +2.2% | -3.8% | +6.0% | +4.0% |
| 30D | -7.0% | -9.2% | +2.2% | -2.9% |
| 3M | +12.3% | -9.0% | +21.3% | +16.8% |
| 6M | +85.1% | -5.0% | +90.1% | +87.6% |
| YTD | +74.8% | +7.4% | +67.4% | +67.2% |
| 1Y | +52.7% | +35.1% | +17.6% | +30.5% |
| 3Y | +147.7% | +43.2% | +104.4% | +98.8% |
| 5Y | +124.8% | +59.6% | +65.1% | +69.2% |
| All | +124.8% | +59.3% | +65.5% | +69.2% |
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 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