+122.8%
NTAP vs DVA
+40.8%
+82.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -7.5% | +1.7% | -9.2% | -7.6% |
| 3M | +14.6% | -8.7% | +23.3% | +15.2% |
| 6M | +91.0% | +19.7% | +71.4% | +86.0% |
| YTD | +73.7% | +59.6% | +14.1% | +62.2% |
| 1Y | +51.2% | +37.1% | +14.1% | +44.1% |
| 3Y | +146.1% | +89.8% | +56.4% | +121.7% |
| 5Y | +122.8% | +47.4% | +75.5% | +110.3% |
| All | +122.8% | +40.8% | +82.0% | +110.3% |
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