+138.6%
NOK vs NTAP
+650.8%
-512.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +1.9% |
| 7D | +11.0% | +7.4% | +3.6% | +8.3% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | -21.0% | +24.6% | -45.6% | -26.7% |
| 6M | +40.9% | +105.9% | -65.0% | +9.9% |
| YTD | +72.0% | +88.5% | -16.5% | +37.6% |
| 1Y | +140.9% | +62.1% | +78.8% | +101.8% |
| 3Y | +194.3% | +169.1% | +25.2% | +96.8% |
| 5Y | +112.5% | +141.9% | -29.3% | +45.1% |
| All | +138.6% | +650.8% | -512.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling