+9,996.8%
NTAP vs DGX
+8,794.8%
+1,202.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.2% | -2.2% | +4.4% | +3.1% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +12.3% | +15.6% | -3.3% | +5.4% |
| 6M | +85.1% | +17.8% | +67.3% | +71.8% |
| YTD | +74.8% | +37.5% | +37.3% | +51.7% |
| 1Y | +52.7% | +31.2% | +21.5% | +34.6% |
| 3Y | +147.7% | +96.6% | +51.1% | +79.3% |
| 5Y | +124.8% | +64.9% | +59.9% | +72.7% |
| 10Y | +589.7% | +254.6% | +335.1% | +266.1% |
| All | +9,996.8% | +8,794.8% | +1,202.1% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling