+62.1%
NTAP vs DTE
+1.0%
+61.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.3% | +9.9% | +8.2% |
| 7D | +7.4% | -2.6% | +9.9% | +6.8% |
| 30D | -1.4% | -4.4% | +3.0% | -2.3% |
| 3M | +24.6% | -8.3% | +32.9% | +21.7% |
| 6M | +105.9% | -8.1% | +114.0% | +102.1% |
| YTD | +88.5% | +4.4% | +84.1% | +87.6% |
| 1Y | +62.1% | +0.2% | +61.9% | +59.3% |
| All | +62.1% | +1.0% | +61.1% | +59.3% |
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