+19,285.3%
NTAP vs DTE
+1,880.5%
+17,404.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.2% | +3.4% | +3.8% | +5.7% |
| 30D | -18.4% | +8.9% | -27.3% | -21.3% |
| 3M | -11.3% | +1.1% | -12.4% | -11.8% |
| 6M | +53.8% | +0.1% | +53.7% | +52.7% |
| YTD | +72.0% | +11.1% | +60.9% | +62.8% |
| 1Y | +68.0% | +4.9% | +63.1% | +62.7% |
| 3Y | +149.5% | +58.6% | +90.9% | +97.8% |
| 5Y | +125.6% | +47.3% | +78.3% | +81.7% |
| 10Y | +583.1% | +151.3% | +431.8% | +313.0% |
| All | +19,285.3% | +1,880.5% | +17,404.8% | +4,310.7% |
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