+52.7%
NTAP vs DRI
+3.0%
+49.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | +2.2% | -4.8% | +7.0% | +2.7% |
| 30D | -7.0% | -3.9% | -3.1% | -6.7% |
| 3M | +12.3% | +5.1% | +7.2% | +11.2% |
| 6M | +85.1% | +5.5% | +79.6% | +82.6% |
| YTD | +74.8% | +16.5% | +58.3% | +70.1% |
| 1Y | +52.7% | +2.0% | +50.7% | +43.5% |
| All | +52.7% | +3.0% | +49.6% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling