+19,691.7%
NTAP vs NOC
+3,506.4%
+16,185.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | -0.8% | -5.2% | +4.4% | +1.1% |
| 30D | -0.5% | -7.2% | +6.7% | +2.1% |
| 3M | +4.1% | -5.1% | +9.2% | +5.5% |
| 6M | +88.0% | -31.1% | +119.0% | +112.4% |
| YTD | +75.6% | -8.6% | +84.2% | +78.0% |
| 1Y | +58.9% | -9.7% | +68.6% | +61.5% |
| 3Y | +153.6% | +24.3% | +129.3% | +120.8% |
| 5Y | +127.6% | +52.6% | +75.0% | +75.5% |
| 10Y | +580.4% | +183.6% | +396.8% | +300.4% |
| All | +19,691.7% | +3,506.4% | +16,185.4% | +4,607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling