+572.0%
NTAP vs DECK
+874.1%
-302.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -15.1% | +5.8% | -20.8% | -16.4% |
| 30D | -28.1% | +7.9% | -36.0% | -29.7% |
| 3M | -11.4% | -11.4% | 0.0% | -9.0% |
| 6M | +52.2% | -16.6% | +68.8% | +58.0% |
| YTD | +60.4% | -16.4% | +76.8% | +64.2% |
| 1Y | +51.0% | +8.6% | +42.4% | +43.3% |
| 3Y | +135.6% | -15.1% | +150.7% | +126.8% |
| 5Y | +107.5% | +22.9% | +84.7% | +72.4% |
| All | +572.0% | +874.1% | -302.1% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling