+51.0%
NTAP vs COMP
+16.2%
+34.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.8% | -0.4% |
| 7D | -15.1% | +13.4% | -28.5% | -15.2% |
| 30D | -28.1% | +11.1% | -39.2% | -28.1% |
| 3M | -11.4% | -18.8% | +7.4% | -11.2% |
| 6M | +52.2% | +10.5% | +41.7% | +52.7% |
| YTD | +60.4% | -3.4% | +63.8% | +63.4% |
| 1Y | +51.0% | +19.7% | +31.3% | +47.9% |
| All | +51.0% | +16.2% | +34.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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