+625.8%
NTAP vs DGX
+255.3%
+370.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +8.0% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +24.6% | +15.8% | +8.8% | +18.4% |
| 6M | +105.9% | +18.2% | +87.7% | +93.9% |
| YTD | +88.5% | +37.2% | +51.3% | +68.2% |
| 1Y | +62.1% | +30.4% | +31.7% | +46.8% |
| 3Y | +169.1% | +96.7% | +72.3% | +102.7% |
| 5Y | +141.9% | +67.2% | +74.7% | +91.8% |
| All | +625.8% | +255.3% | +370.4% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling