+618.8%
NOK vs NTAP
+23,869.3%
-23,250.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.6% |
| 7D | +7.3% | +3.3% | +4.0% | +6.2% |
| 30D | +13.8% | -0.2% | +14.0% | +13.8% |
| 3M | -27.0% | +11.4% | -38.4% | -29.4% |
| 6M | +37.6% | +88.7% | -51.1% | +13.0% |
| YTD | +64.6% | +78.9% | -14.3% | +36.9% |
| 1Y | +132.0% | +58.8% | +73.2% | +99.2% |
| 3Y | +183.7% | +153.5% | +30.1% | +104.7% |
| 5Y | +101.3% | +136.7% | -35.4% | +47.3% |
| 10Y | +122.4% | +590.2% | -467.8% | +11.6% |
| All | +618.8% | +23,869.3% | -23,250.5% | +1.5% |
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 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