+21,151.7%
NTAP vs DHI
+7,178.0%
+13,973.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.0% |
| 7D | +7.4% | -3.4% | +10.8% | +8.5% |
| 30D | -1.4% | -5.4% | +4.1% | +0.2% |
| 3M | +24.6% | -10.4% | +35.0% | +28.0% |
| 6M | +105.9% | -2.8% | +108.7% | +105.2% |
| YTD | +88.5% | -3.4% | +91.9% | +87.7% |
| 1Y | +62.1% | -22.9% | +85.0% | +72.5% |
| 3Y | +169.1% | +20.7% | +148.4% | +139.3% |
| 5Y | +141.9% | +62.1% | +79.7% | +90.3% |
| 10Y | +644.0% | +410.4% | +233.6% | +278.4% |
| All | +21,151.7% | +7,178.0% | +13,973.6% | +2,757.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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