+147.5%
NTAP vs DOC
+20.8%
+126.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -0.5% | -4.8% | +4.2% | +0.2% |
| 3M | +4.1% | +6.9% | -2.8% | +2.6% |
| 6M | +88.0% | +20.7% | +67.2% | +79.8% |
| YTD | +75.6% | +34.1% | +41.4% | +62.6% |
| 1Y | +58.9% | +22.6% | +36.3% | +50.7% |
| All | +147.5% | +20.8% | +126.8% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling