+3,629.1%
NTAP vs DKS
+6,292.4%
-2,663.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.7% |
| 30D | -0.5% | -30.5% | +30.0% | +8.2% |
| 3M | +4.1% | -35.7% | +39.8% | +15.4% |
| 6M | +88.0% | -29.7% | +117.6% | +101.7% |
| YTD | +75.6% | -28.9% | +104.4% | +87.6% |
| 1Y | +58.9% | -35.9% | +94.8% | +74.6% |
| 3Y | +153.6% | +28.2% | +125.4% | +117.0% |
| 5Y | +127.6% | +11.8% | +115.8% | +90.8% |
| 10Y | +580.4% | +211.6% | +368.8% | +259.2% |
| All | +3,629.1% | +6,292.4% | -2,663.3% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling