+122.8%
NTAP vs JBL
+390.6%
-267.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | +0.4% |
| 7D | -1.0% | -1.0% | +0.1% | -0.6% |
| 30D | -7.5% | -15.1% | +7.6% | -2.1% |
| 3M | +14.6% | -14.0% | +28.7% | +19.8% |
| 6M | +91.0% | +20.6% | +70.4% | +73.2% |
| YTD | +73.7% | +32.9% | +40.8% | +50.7% |
| 1Y | +51.2% | +40.5% | +10.7% | +27.3% |
| 3Y | +146.1% | +183.7% | -37.6% | +45.3% |
| 5Y | +122.8% | +388.3% | -265.5% | -7.2% |
| All | +122.8% | +390.6% | -267.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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