+135.8%
NTAP vs PR
+61.1%
+74.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.9% | -4.9% | -8.3% |
| 7D | -22.5% | -16.5% | -5.9% | -18.4% |
| 30D | -25.7% | -4.5% | -21.2% | -24.7% |
| 3M | -9.0% | +8.5% | -17.6% | -11.6% |
| 6M | +49.2% | -3.3% | +52.5% | +49.4% |
| YTD | +60.6% | +55.7% | +4.9% | +36.7% |
| 1Y | +48.7% | +82.0% | -33.4% | +19.4% |
| All | +135.8% | +61.1% | +74.7% | +89.0% |
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 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