+19,691.7%
NTAP vs COO
+9,827.2%
+9,864.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -0.8% | -2.2% | +1.5% | -0.2% |
| 30D | -0.5% | -7.0% | +6.5% | +1.3% |
| 3M | +4.1% | +12.2% | -8.1% | +0.3% |
| 6M | +88.0% | -15.1% | +103.1% | +94.4% |
| YTD | +75.6% | -15.1% | +90.7% | +81.7% |
| 1Y | +58.9% | +2.3% | +56.6% | +56.3% |
| 3Y | +153.6% | -23.7% | +177.2% | +163.1% |
| 5Y | +127.6% | -38.9% | +166.6% | +147.9% |
| 10Y | +580.4% | +49.9% | +530.4% | +490.6% |
| All | +19,691.7% | +9,827.2% | +9,864.5% | +12,367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling