+68.1%
NTAP vs DG
+45.3%
+22.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.5% | -10.1% | -1.1% |
| 7D | -16.1% | +12.3% | -28.4% | -15.6% |
| 30D | -15.9% | +19.3% | -35.2% | -15.7% |
| 3M | -1.2% | +11.9% | -13.1% | -0.8% |
| 6M | +70.1% | +25.0% | +45.1% | +68.4% |
| YTD | +77.9% | +8.7% | +69.2% | +79.0% |
| 1Y | +68.1% | +44.7% | +23.4% | +65.3% |
| All | +68.1% | +45.3% | +22.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling