+153.5%
NTAP vs NOC
+26.5%
+127.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.0% |
| 7D | +3.3% | -2.7% | +5.9% | +3.1% |
| 30D | -0.2% | -8.9% | +8.7% | -0.8% |
| 3M | +11.4% | -3.7% | +15.1% | +11.3% |
| 6M | +88.7% | -30.8% | +119.5% | +84.6% |
| YTD | +78.9% | -7.9% | +86.9% | +78.0% |
| 1Y | +58.8% | -9.4% | +68.2% | +58.1% |
| 3Y | +153.5% | +29.0% | +124.6% | +159.5% |
| All | +153.5% | +26.5% | +127.0% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling