+161.6%
NTAP vs COMP
-56.6%
+218.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -8.2% | -1.6% | -9.0% |
| 7D | -22.5% | -1.8% | -20.6% | -22.3% |
| 30D | -25.7% | -0.8% | -24.9% | -25.7% |
| 3M | -9.0% | -28.1% | +19.1% | -6.6% |
| 6M | +49.2% | +27.0% | +22.2% | +44.0% |
| YTD | +60.6% | -12.8% | +73.4% | +59.8% |
| 1Y | +48.7% | +4.9% | +43.8% | +45.1% |
| 3Y | +135.6% | +321.0% | -185.4% | +95.4% |
| 5Y | +107.8% | -25.6% | +133.3% | +87.8% |
| All | +161.6% | -56.6% | +218.2% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling