+68.1%
NTAP vs DGX
+45.0%
+23.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.5% |
| 7D | -16.1% | +4.1% | -20.2% | -15.9% |
| 30D | -15.9% | +10.5% | -26.5% | -15.7% |
| 3M | -1.2% | +9.8% | -11.0% | -0.8% |
| 6M | +70.1% | +34.6% | +35.5% | +70.0% |
| YTD | +77.9% | +49.8% | +28.1% | +75.0% |
| 1Y | +68.1% | +46.0% | +22.1% | +65.5% |
| All | +68.1% | +45.0% | +23.2% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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