+753.5%
NTAP vs DG
+606.1%
+147.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.8% | +8.4% | -9.2% | -2.3% |
| 30D | -0.5% | +4.9% | -5.5% | -1.6% |
| 3M | +4.1% | +29.3% | -25.3% | -1.5% |
| 6M | +88.0% | -11.3% | +99.2% | +91.0% |
| YTD | +75.6% | +1.8% | +73.8% | +73.5% |
| 1Y | +58.9% | +25.3% | +33.6% | +49.8% |
| 3Y | +153.6% | +9.1% | +144.5% | +139.1% |
| 5Y | +127.6% | -34.9% | +162.5% | +137.1% |
| 10Y | +580.4% | +108.2% | +472.2% | +438.4% |
| All | +753.5% | +606.1% | +147.4% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling