+19,472.4%
NTAP vs DD
+898.1%
+18,574.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | -2.4% | +3.2% | -5.7% | -3.7% |
| 30D | -23.4% | +20.3% | -43.7% | -29.7% |
| 3M | -7.5% | +8.2% | -15.7% | -11.0% |
| 6M | +56.4% | +3.4% | +53.0% | +53.1% |
| YTD | +73.6% | +30.6% | +43.0% | +51.6% |
| 1Y | +68.4% | +30.6% | +37.7% | +47.0% |
| 3Y | +150.6% | +91.1% | +59.5% | +78.0% |
| 5Y | +122.5% | +68.6% | +53.9% | +64.8% |
| 10Y | +589.7% | +99.9% | +489.8% | +346.4% |
| All | +19,472.4% | +898.1% | +18,574.3% | +4,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling