+147.9%
NTAP vs DGX
+93.2%
+54.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -1.0% | -3.5% | +2.5% | -1.0% |
| 30D | -7.5% | -2.7% | -4.8% | -7.5% |
| 3M | +14.6% | +13.9% | +0.7% | +14.8% |
| 6M | +91.0% | +16.0% | +75.0% | +91.4% |
| YTD | +73.7% | +34.9% | +38.8% | +73.9% |
| 1Y | +51.2% | +30.6% | +20.7% | +51.4% |
| All | +147.9% | +93.2% | +54.7% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling