+107.8%
NTAP vs DOC
-22.1%
+129.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.2% | -9.5% | -9.7% |
| 7D | -22.5% | +6.2% | -28.7% | -23.7% |
| 30D | -25.7% | +6.5% | -32.2% | -27.0% |
| 3M | -9.0% | -6.2% | -2.8% | -7.7% |
| 6M | +49.2% | +25.6% | +23.6% | +37.1% |
| YTD | +60.6% | +32.1% | +28.5% | +44.2% |
| 1Y | +48.7% | +20.3% | +28.4% | +38.1% |
| 3Y | +135.6% | +42.7% | +92.8% | +98.8% |
| 5Y | +107.8% | -22.2% | +129.9% | +137.1% |
| All | +107.8% | -22.1% | +129.8% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling