+52.2%
NTAP vs DG
+21.6%
+30.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.2% |
| 7D | +2.2% | -4.8% | +7.0% | +2.5% |
| 30D | -7.0% | +1.8% | -8.8% | -7.2% |
| 3M | +12.3% | +14.5% | -2.2% | +10.0% |
| 6M | +85.1% | -13.6% | +98.7% | +88.0% |
| YTD | +74.8% | -4.8% | +79.6% | +75.1% |
| All | +52.2% | +21.6% | +30.5% | +47.0% |
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