+568.7%
NTAP vs NOC
+192.5%
+376.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -7.5% | -9.4% | +2.0% | -5.1% |
| 3M | +14.6% | -3.8% | +18.5% | +15.5% |
| 6M | +91.0% | -28.8% | +119.8% | +108.3% |
| YTD | +73.7% | -7.9% | +81.6% | +74.8% |
| 1Y | +51.2% | -9.0% | +60.3% | +52.6% |
| 3Y | +146.1% | +29.1% | +117.1% | +114.1% |
| 5Y | +122.8% | +58.9% | +63.9% | +65.7% |
| All | +568.7% | +192.5% | +376.2% | +260.7% |
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 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