+20,069.3%
NTAP vs DTE
+1,828.0%
+18,241.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +3.3% | +0.9% | +2.4% | +2.9% |
| 30D | -0.2% | -1.9% | +1.7% | +0.5% |
| 3M | +11.4% | -3.3% | +14.7% | +12.6% |
| 6M | +88.7% | -7.1% | +95.8% | +93.2% |
| YTD | +78.9% | +8.1% | +70.8% | +71.6% |
| 1Y | +58.8% | +5.3% | +53.6% | +53.6% |
| 3Y | +153.5% | +48.2% | +105.4% | +106.8% |
| 5Y | +136.7% | +33.2% | +103.5% | +99.6% |
| 10Y | +590.2% | +137.5% | +452.7% | +328.3% |
| All | +20,069.3% | +1,828.0% | +18,241.2% | +4,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling