+62.1%
NTAP vs DGX
+32.7%
+29.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +8.6% |
| 7D | +7.4% | -0.9% | +8.3% | +7.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.4% |
| 3M | +24.6% | +15.8% | +8.8% | +24.9% |
| 6M | +105.9% | +18.2% | +87.7% | +106.8% |
| YTD | +88.5% | +37.2% | +51.3% | +88.1% |
| 1Y | +62.1% | +30.4% | +31.7% | +61.2% |
| All | +62.1% | +32.7% | +29.4% | +61.2% |
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 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