+131.1%
NTAP vs DECK
+25.5%
+105.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.3% |
| 7D | -0.8% | -2.2% | +1.5% | -0.2% |
| 30D | -0.5% | -13.6% | +13.1% | +2.9% |
| 3M | +4.1% | -21.2% | +25.3% | +9.8% |
| 6M | +88.0% | -21.1% | +109.0% | +97.1% |
| YTD | +75.6% | -17.2% | +92.8% | +80.5% |
| 1Y | +58.9% | -30.7% | +89.7% | +70.2% |
| 3Y | +153.6% | -3.4% | +156.9% | +133.4% |
| All | +131.1% | +25.5% | +105.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling