+127.9%
NTAP vs DVA
+64.3%
+63.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.2% | -8.8% | +16.0% | +7.8% |
| 30D | -18.4% | -3.4% | -15.0% | -18.3% |
| 3M | -11.3% | -2.6% | -8.7% | -11.4% |
| 6M | +53.8% | -11.9% | +65.6% | +54.5% |
| YTD | +72.0% | +53.6% | +18.3% | +60.9% |
| 1Y | +68.0% | +41.9% | +26.2% | +59.0% |
| 3Y | +149.5% | +97.5% | +52.0% | +124.0% |
| All | +127.9% | +64.3% | +63.6% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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