+136.7%
NTAP vs DRI
+70.3%
+66.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 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% | +7.2% |
| 6M | +88.7% | +6.5% | +82.2% | +82.9% |
| YTD | +78.9% | +18.4% | +60.5% | +66.0% |
| 1Y | +58.8% | +4.2% | +54.6% | +54.1% |
| 3Y | +153.5% | +57.1% | +96.5% | +102.7% |
| 5Y | +136.7% | +70.4% | +66.3% | +74.8% |
| All | +136.7% | +70.3% | +66.4% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling