+105.6%
NTAP vs COMP
-17.6%
+123.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.8% | -1.1% |
| 7D | -15.1% | +13.4% | -28.5% | -16.1% |
| 30D | -28.1% | +11.1% | -39.2% | -28.9% |
| 3M | -11.4% | -18.8% | +7.4% | -10.1% |
| 6M | +52.2% | +10.5% | +41.7% | +49.4% |
| YTD | +60.4% | -3.4% | +63.8% | +58.1% |
| 1Y | +51.0% | +19.7% | +31.3% | +45.5% |
| 3Y | +135.6% | +381.6% | -246.1% | +92.1% |
| All | +105.6% | -17.6% | +123.2% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling