+19,691.7%
NTAP vs DD
+744.0%
+18,947.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -0.8% | -3.5% | +2.7% | +0.9% |
| 30D | -0.5% | -10.3% | +9.8% | +4.4% |
| 3M | +4.1% | -7.5% | +11.6% | +7.6% |
| 6M | +88.0% | -8.0% | +96.0% | +93.5% |
| YTD | +75.6% | +10.5% | +65.1% | +65.9% |
| 1Y | +58.9% | +38.3% | +20.6% | +34.6% |
| 3Y | +153.6% | +42.5% | +111.1% | +105.9% |
| 5Y | +127.6% | +60.2% | +67.5% | +72.3% |
| 10Y | +580.4% | +68.9% | +511.5% | +376.6% |
| All | +19,691.7% | +744.0% | +18,947.7% | +4,748.5% |
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 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