+155.3%
NTAP vs DG
+7.4%
+148.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.3% |
| 7D | +3.3% | -2.5% | +5.7% | +3.5% |
| 30D | -0.2% | +1.0% | -1.2% | -0.4% |
| 3M | +11.4% | +20.3% | -8.9% | +8.7% |
| 6M | +88.7% | -11.7% | +100.4% | +90.6% |
| YTD | +78.9% | -2.3% | +81.2% | +78.6% |
| 1Y | +58.8% | +20.0% | +38.8% | +54.3% |
| All | +155.3% | +7.4% | +148.0% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling