+568.7%
NTAP vs DG
+99.2%
+469.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.0% | -6.3% | +5.3% | +0.3% |
| 30D | -7.5% | +2.4% | -9.9% | -8.1% |
| 3M | +14.6% | +12.4% | +2.2% | +11.3% |
| 6M | +91.0% | -14.9% | +105.9% | +95.9% |
| YTD | +73.7% | -6.1% | +79.7% | +74.2% |
| 1Y | +51.2% | +17.9% | +33.4% | +43.8% |
| 3Y | +146.1% | +3.1% | +143.0% | +134.3% |
| 5Y | +122.8% | -38.7% | +161.5% | +139.0% |
| All | +568.7% | +99.2% | +469.5% | +369.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling