+576.6%
NTAP vs COO
+40.7%
+535.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.5% | +3.2% |
| 7D | -5.0% | +4.3% | -9.3% | -6.4% |
| 30D | -25.8% | +17.6% | -43.3% | -30.2% |
| 3M | -6.9% | -13.9% | +7.0% | -2.6% |
| 6M | +50.0% | +6.6% | +43.5% | +42.8% |
| YTD | +66.9% | -22.0% | +88.9% | +79.9% |
| 1Y | +58.3% | -8.8% | +67.1% | +59.8% |
| 3Y | +145.1% | -21.5% | +166.6% | +150.4% |
| 5Y | +114.2% | -41.0% | +155.2% | +144.1% |
| 10Y | +576.6% | +40.9% | +535.7% | +459.2% |
| All | +576.6% | +40.7% | +535.9% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling