+105.6%
NTAP vs COO
-41.6%
+147.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -15.1% | +4.7% | -19.8% | -16.1% |
| 30D | -28.1% | +13.9% | -42.0% | -30.5% |
| 3M | -11.4% | -14.9% | +3.5% | -8.0% |
| 6M | +52.2% | +2.0% | +50.2% | +48.5% |
| YTD | +60.4% | -23.9% | +84.3% | +72.0% |
| 1Y | +51.0% | -9.6% | +60.6% | +53.0% |
| 3Y | +135.6% | -25.4% | +161.0% | +142.7% |
| All | +105.6% | -41.6% | +147.2% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling