+568.6%
NTAP vs COO
+41.7%
+526.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | -23.4% | +13.3% | -36.7% | -27.1% |
| 3M | -7.5% | -18.1% | +10.6% | -1.5% |
| 6M | +56.4% | +6.7% | +49.7% | +48.6% |
| YTD | +73.6% | -23.2% | +96.8% | +88.2% |
| 1Y | +68.4% | -12.3% | +80.7% | +72.6% |
| 3Y | +150.6% | -23.6% | +174.1% | +158.6% |
| 5Y | +122.5% | -38.7% | +161.2% | +148.9% |
| All | +568.6% | +41.7% | +526.9% | +408.0% |
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