+58.9%
NTAP vs PR
+76.5%
-17.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | -0.5% | +18.0% | -18.6% | -2.8% |
| 3M | +4.1% | +16.9% | -12.8% | +1.8% |
| 6M | +88.0% | +28.2% | +59.7% | +79.3% |
| YTD | +75.6% | +69.3% | +6.2% | +60.4% |
| 1Y | +58.9% | +69.5% | -10.6% | +43.0% |
| All | +58.9% | +76.5% | -17.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling