+48.7%
NTAP vs DOC
+21.7%
+26.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.2% | -9.5% | -9.8% |
| 7D | -22.5% | +6.2% | -28.7% | -21.7% |
| 30D | -25.7% | +6.5% | -32.2% | -24.9% |
| 3M | -9.0% | -6.2% | -2.8% | -9.3% |
| 6M | +49.2% | +25.6% | +23.6% | +49.6% |
| YTD | +60.6% | +32.1% | +28.5% | +56.3% |
| 1Y | +48.7% | +20.3% | +28.4% | +49.4% |
| All | +48.7% | +21.7% | +26.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling