+124.8%
NTAP vs NOC
+55.2%
+69.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | +2.2% | -1.6% | +3.8% | +2.2% |
| 30D | -7.0% | -10.4% | +3.3% | -7.1% |
| 3M | +12.3% | -5.6% | +17.9% | +12.3% |
| 6M | +85.1% | -30.4% | +115.5% | +85.5% |
| YTD | +74.8% | -8.5% | +83.2% | +74.4% |
| 1Y | +52.7% | -8.3% | +61.0% | +52.4% |
| 3Y | +147.7% | +28.2% | +119.4% | +143.6% |
| 5Y | +124.8% | +56.7% | +68.1% | +109.8% |
| All | +124.8% | +55.2% | +69.6% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling