+135.6%
NTAP vs PR
+64.2%
+71.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | -15.1% | -16.4% | +1.4% | -10.6% |
| 30D | -28.1% | -1.9% | -26.2% | -27.7% |
| 3M | -11.4% | +8.0% | -19.4% | -13.8% |
| 6M | +52.2% | +4.1% | +48.1% | +49.0% |
| YTD | +60.4% | +58.7% | +1.7% | +35.8% |
| 1Y | +51.0% | +75.8% | -24.8% | +23.0% |
| 3Y | +135.6% | +73.2% | +62.4% | +87.7% |
| All | +135.6% | +64.2% | +71.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling