+68.1%
NTAP vs DTE
+5.6%
+62.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -1.0% |
| 7D | -16.1% | +4.2% | -20.3% | -15.2% |
| 30D | -15.9% | +10.0% | -25.9% | -14.3% |
| 3M | -1.2% | -2.1% | +0.8% | -2.0% |
| 6M | +70.1% | -4.7% | +74.7% | +68.2% |
| YTD | +77.9% | +9.3% | +68.6% | +77.5% |
| 1Y | +68.1% | +6.6% | +61.5% | +66.4% |
| All | +68.1% | +5.6% | +62.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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