+568.7%
NTAP vs DKS
+199.2%
+369.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | -4.7% | +3.8% | +0.1% |
| 30D | -7.5% | -35.1% | +27.6% | +0.6% |
| 3M | +14.6% | -37.7% | +52.3% | +25.4% |
| 6M | +91.0% | -30.7% | +121.7% | +102.6% |
| YTD | +73.7% | -31.9% | +105.6% | +85.1% |
| 1Y | +51.2% | -40.0% | +91.2% | +65.7% |
| 3Y | +146.1% | +28.4% | +117.7% | +118.9% |
| 5Y | +122.8% | +12.4% | +110.4% | +94.4% |
| All | +568.7% | +199.2% | +369.5% | +316.6% |
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