+149.5%
NTAP vs COO
-24.0%
+173.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | +7.2% | +0.5% | +6.7% | +7.1% |
| 30D | -18.4% | +14.2% | -32.5% | -19.9% |
| 3M | -11.3% | -18.2% | +6.9% | -8.5% |
| 6M | +53.8% | +5.3% | +48.4% | +50.4% |
| YTD | +72.0% | -23.6% | +95.5% | +81.3% |
| 1Y | +68.0% | -12.7% | +80.7% | +72.0% |
| 3Y | +149.5% | -24.2% | +173.7% | +162.3% |
| All | +149.5% | -24.0% | +173.5% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling