+131.1%
NTAP vs DOC
-24.5%
+155.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.4% |
| 30D | -0.5% | -4.8% | +4.2% | +0.6% |
| 3M | +4.1% | +6.9% | -2.8% | +1.8% |
| 6M | +88.0% | +20.7% | +67.2% | +75.6% |
| YTD | +75.6% | +34.1% | +41.4% | +57.7% |
| 1Y | +58.9% | +22.6% | +36.3% | +47.0% |
| 3Y | +153.6% | +20.8% | +132.7% | +132.1% |
| All | +131.1% | -24.5% | +155.6% | +153.0% |
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