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  • NTAP vs DTE✓SelectedUSD · DTENTAP vs DTE performance historyLatest closeAs of+1.91%09/08
Stock and ETF performance explorer

NTAP vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+20,069.3%
DTE return
+1,828.0%
Excess return
+18,241.2%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
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