+107.8%
NTAP vs DECK
+25.8%
+82.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.2% | -9.4% |
| 7D | -22.5% | +6.0% | -28.5% | -23.6% |
| 30D | -25.7% | +7.4% | -33.1% | -27.2% |
| 3M | -9.0% | -11.7% | +2.6% | -6.6% |
| 6M | +49.2% | -11.0% | +60.1% | +52.0% |
| YTD | +60.6% | -15.4% | +76.0% | +63.8% |
| 1Y | +48.7% | +7.2% | +41.4% | +41.5% |
| 3Y | +135.6% | -11.8% | +147.4% | +121.4% |
| 5Y | +107.8% | +24.3% | +83.4% | +63.0% |
| All | +107.8% | +25.8% | +82.0% | +63.0% |
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