+291.3%
IR vs NTAP
+484.8%
-193.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -0.8% | -2.1% | -2.5% |
| 30D | -15.1% | -0.5% | -14.6% | -15.2% |
| 3M | +6.1% | +4.1% | +2.0% | +3.5% |
| 6M | -16.8% | +88.0% | -104.8% | -37.6% |
| YTD | -3.5% | +75.6% | -79.1% | -25.9% |
| 1Y | -3.5% | +58.9% | -62.4% | -22.9% |
| 3Y | +9.5% | +153.6% | -144.1% | -31.5% |
| 5Y | +45.1% | +127.6% | -82.6% | -6.6% |
| All | +291.3% | +484.8% | -193.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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