+590.2%
NTAP vs DRI
+350.3%
+239.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +3.3% | -1.2% | +4.5% | +3.6% |
| 30D | -0.2% | -0.4% | +0.2% | -0.3% |
| 3M | +11.4% | +9.5% | +1.9% | +7.9% |
| 6M | +88.7% | +6.5% | +82.2% | +84.0% |
| YTD | +78.9% | +18.4% | +60.5% | +68.7% |
| 1Y | +58.8% | +4.2% | +54.6% | +55.0% |
| 3Y | +153.5% | +57.1% | +96.5% | +115.8% |
| 5Y | +136.7% | +70.4% | +66.3% | +94.8% |
| 10Y | +590.2% | +354.0% | +236.2% | +345.9% |
| All | +590.2% | +350.3% | +239.9% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling