+124.8%
NTAP vs DKS
+15.5%
+109.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | +2.2% | -2.9% | +5.1% | +2.8% |
| 30D | -7.0% | -37.7% | +30.7% | +2.1% |
| 3M | +12.3% | -38.9% | +51.2% | +23.5% |
| 6M | +85.1% | -31.1% | +116.2% | +96.3% |
| YTD | +74.8% | -31.8% | +106.6% | +85.9% |
| 1Y | +52.7% | -38.0% | +90.7% | +65.9% |
| 3Y | +147.7% | +28.6% | +119.0% | +119.9% |
| 5Y | +124.8% | +12.5% | +112.2% | +87.1% |
| All | +124.8% | +15.5% | +109.3% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling