+115.1%
NOK vs NTAP
+140.4%
-25.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +2.0% |
| 7D | +11.0% | +7.4% | +3.6% | +8.4% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | -21.0% | +24.6% | -45.6% | -26.6% |
| 6M | +40.9% | +105.9% | -65.0% | +10.7% |
| YTD | +72.0% | +88.5% | -16.5% | +38.5% |
| 1Y | +140.9% | +62.1% | +78.8% | +102.6% |
| 3Y | +194.3% | +169.1% | +25.2% | +88.6% |
| All | +115.1% | +140.4% | -25.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling