+562.2%
NTAP vs NOC
+160.0%
+402.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +7.2% | +4.8% | +2.4% | +6.0% |
| 30D | -18.4% | +11.0% | -29.4% | -20.6% |
| 3M | -11.3% | -3.8% | -7.5% | -10.6% |
| 6M | +53.8% | +0.6% | +53.1% | +52.6% |
| YTD | +72.0% | -2.3% | +74.3% | +70.1% |
| 1Y | +68.0% | +0.3% | +67.8% | +64.8% |
| 3Y | +149.5% | +24.6% | +124.9% | +122.3% |
| 5Y | +125.6% | +66.0% | +59.6% | +67.1% |
| All | +562.2% | +160.0% | +402.2% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling