+194.3%
NOK vs NTAP
+165.5%
+28.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +2.7% |
| 7D | +11.0% | +7.4% | +3.6% | +9.0% |
| 30D | +7.8% | -1.4% | +9.2% | +8.1% |
| 3M | -21.0% | +24.6% | -45.6% | -25.1% |
| 6M | +40.9% | +105.9% | -65.0% | +20.3% |
| YTD | +72.0% | +88.5% | -16.5% | +48.9% |
| 1Y | +140.9% | +62.1% | +78.8% | +113.3% |
| 3Y | +194.3% | +169.1% | +25.2% | +123.8% |
| All | +194.3% | +165.5% | +28.8% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling