+143.4%
NTAP vs DTE
+30.3%
+113.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.3% | +9.9% | +8.7% |
| 7D | +7.4% | -2.6% | +9.9% | +7.7% |
| 30D | -1.4% | -4.4% | +3.0% | -0.8% |
| 3M | +24.6% | -8.3% | +32.9% | +25.7% |
| 6M | +105.9% | -8.1% | +114.0% | +107.4% |
| YTD | +88.5% | +4.4% | +84.1% | +85.8% |
| 1Y | +62.1% | +0.2% | +61.9% | +60.7% |
| 3Y | +169.1% | +42.6% | +126.4% | +144.4% |
| All | +143.4% | +30.3% | +113.1% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling