+68.1%
NTAP vs BIDU
-34.6%
+102.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.1% |
| 7D | -16.1% | +1.2% | -17.3% | -16.2% |
| 30D | -15.9% | -7.5% | -8.4% | -15.3% |
| 3M | -1.2% | -28.6% | +27.3% | +2.0% |
| 6M | +70.1% | -36.9% | +107.0% | +78.3% |
| YTD | +77.9% | -38.4% | +116.4% | +86.2% |
| 1Y | +68.1% | -35.7% | +103.8% | +74.1% |
| All | +68.1% | -34.6% | +102.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling