+147.5%
NTAP vs PR
+73.2%
+74.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | -0.5% | +18.0% | -18.6% | -5.2% |
| 3M | +4.1% | +16.9% | -12.8% | -0.9% |
| 6M | +88.0% | +28.2% | +59.7% | +72.8% |
| YTD | +75.6% | +69.3% | +6.2% | +47.8% |
| 1Y | +58.9% | +69.5% | -10.6% | +33.1% |
| All | +147.5% | +73.2% | +74.4% | +95.7% |
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