+19,691.7%
NTAP vs DRI
+5,970.1%
+13,721.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -0.5% | +3.8% | -4.4% | -1.8% |
| 3M | +4.1% | +13.0% | -8.9% | -0.3% |
| 6M | +88.0% | +8.3% | +79.6% | +82.1% |
| YTD | +75.6% | +20.6% | +55.0% | +64.2% |
| 1Y | +58.9% | +6.5% | +52.5% | +53.9% |
| 3Y | +153.6% | +53.7% | +99.9% | +115.8% |
| 5Y | +127.6% | +72.7% | +55.0% | +85.4% |
| 10Y | +580.4% | +363.2% | +217.2% | +274.4% |
| All | +19,691.7% | +5,970.1% | +13,721.6% | +4,920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling