+122.5%
NTAP vs DG
-32.2%
+154.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.0% |
| 7D | -2.4% | -3.0% | +0.5% | -2.2% |
| 30D | -23.4% | +8.6% | -32.1% | -24.1% |
| 3M | -7.5% | +15.0% | -22.6% | -9.1% |
| 6M | +56.4% | +32.7% | +23.7% | +50.8% |
| YTD | +73.6% | +5.5% | +68.1% | +71.6% |
| 1Y | +68.4% | +34.6% | +33.8% | +61.5% |
| 3Y | +150.6% | +24.2% | +126.3% | +142.8% |
| 5Y | +122.5% | -32.3% | +154.7% | +128.3% |
| All | +122.5% | -32.2% | +154.6% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling