+168.6%
NTAP vs NIO
-36.7%
+205.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -0.8% | -13.0% | +12.3% | +0.3% |
| 30D | -0.5% | -18.3% | +17.7% | +1.0% |
| 3M | +4.1% | -33.2% | +37.3% | +7.3% |
| 6M | +88.0% | -21.5% | +109.4% | +90.4% |
| YTD | +75.6% | -25.5% | +101.1% | +78.4% |
| 1Y | +58.9% | -38.0% | +96.9% | +63.3% |
| 3Y | +153.6% | -65.5% | +219.0% | +163.9% |
| 5Y | +127.6% | -90.6% | +218.2% | +149.2% |
| All | +168.6% | -36.7% | +205.3% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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