+932.5%
NTAP vs BIDU
+1,407.1%
-474.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.3% |
| 30D | -0.5% | -10.5% | +9.9% | +1.6% |
| 3M | +4.1% | -26.2% | +30.3% | +10.7% |
| 6M | +88.0% | -16.4% | +104.4% | +92.8% |
| YTD | +75.6% | -23.9% | +99.4% | +83.0% |
| 1Y | +58.9% | +1.3% | +57.6% | +53.4% |
| 3Y | +153.6% | -32.1% | +185.7% | +159.7% |
| 5Y | +127.6% | -39.0% | +166.6% | +121.3% |
| 10Y | +580.4% | -44.0% | +624.4% | +522.8% |
| All | +932.5% | +1,407.1% | -474.6% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling