+161.3%
NTAP vs DECK
-11.0%
+172.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -2.9% |
| 7D | -16.1% | +10.4% | -26.5% | -17.9% |
| 30D | -15.9% | +11.1% | -27.0% | -18.0% |
| 3M | -1.2% | -10.8% | +9.5% | +0.9% |
| 6M | +70.1% | -8.7% | +78.8% | +71.9% |
| YTD | +77.9% | -14.0% | +92.0% | +80.5% |
| 1Y | +68.1% | +12.0% | +56.1% | +58.5% |
| All | +161.3% | -11.0% | +172.3% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling