+143.4%
NTAP vs DGX
+66.8%
+76.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +8.3% |
| 7D | +7.4% | -0.9% | +8.3% | +7.5% |
| 30D | -1.4% | -1.2% | -0.2% | -1.2% |
| 3M | +24.6% | +15.8% | +8.8% | +21.6% |
| 6M | +105.9% | +18.2% | +87.7% | +100.0% |
| YTD | +88.5% | +37.2% | +51.3% | +77.9% |
| 1Y | +62.1% | +30.4% | +31.7% | +54.1% |
| 3Y | +169.1% | +96.7% | +72.3% | +125.5% |
| All | +143.4% | +66.8% | +76.6% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling