+58.9%
NTAP vs NOC
-10.0%
+68.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | -0.8% | -5.2% | +4.4% | -1.0% |
| 30D | -0.5% | -7.2% | +6.7% | -0.8% |
| 3M | +4.1% | -5.1% | +9.2% | +4.1% |
| 6M | +88.0% | -31.1% | +119.0% | +86.1% |
| YTD | +75.6% | -8.6% | +84.2% | +70.9% |
| 1Y | +58.9% | -9.7% | +68.6% | +61.7% |
| All | +58.9% | -10.0% | +68.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling