+17,983.5%
NTAP vs COO
+8,795.8%
+9,187.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.6% |
| 3M | -11.4% | -14.9% | +3.5% | -8.5% |
| 6M | +52.2% | +2.0% | +50.2% | +49.0% |
| YTD | +60.4% | -23.9% | +84.3% | +69.4% |
| 1Y | +51.0% | -9.6% | +60.6% | +52.3% |
| 3Y | +135.6% | -25.4% | +161.0% | +144.2% |
| 5Y | +107.5% | -41.2% | +148.7% | +126.4% |
| 10Y | +608.6% | +42.1% | +566.5% | +519.8% |
| All | +17,983.5% | +8,795.8% | +9,187.7% | +11,522.8% |
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