+562.2%
NTAP vs DKS
+226.4%
+335.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.2% |
| 7D | +7.2% | +6.3% | +0.9% | +5.7% |
| 30D | -18.4% | +9.3% | -27.7% | -20.3% |
| 3M | -11.3% | -25.3% | +14.0% | -7.2% |
| 6M | +53.8% | -29.2% | +83.0% | +62.3% |
| YTD | +72.0% | -22.7% | +94.7% | +77.0% |
| 1Y | +68.0% | -30.1% | +98.1% | +77.0% |
| 3Y | +149.5% | +45.6% | +103.8% | +114.9% |
| 5Y | +125.6% | +28.5% | +97.1% | +90.5% |
| All | +562.2% | +226.4% | +335.8% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling