+576.6%
NTAP vs DRI
+370.8%
+205.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.6% |
| 7D | -5.0% | +3.1% | -8.1% | -5.8% |
| 30D | -25.8% | +16.2% | -42.0% | -29.0% |
| 3M | -6.9% | +8.4% | -15.3% | -9.5% |
| 6M | +50.0% | +19.0% | +31.0% | +41.3% |
| YTD | +66.9% | +28.8% | +38.1% | +53.1% |
| 1Y | +58.3% | +33.1% | +25.1% | +43.5% |
| 3Y | +145.1% | +70.8% | +74.4% | +103.2% |
| 5Y | +114.2% | +74.2% | +40.0% | +74.6% |
| 10Y | +576.6% | +345.5% | +231.0% | +386.6% |
| All | +576.6% | +370.8% | +205.8% | +386.6% |
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