+562.2%
NTAP vs ROK
+264.0%
+298.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.2% | +7.1% | +0.1% | +3.7% |
| 30D | -18.4% | -5.0% | -13.4% | -16.3% |
| 3M | -11.3% | -9.4% | -1.9% | -6.9% |
| 6M | +53.8% | -11.0% | +64.8% | +61.6% |
| YTD | +72.0% | +4.4% | +67.5% | +65.9% |
| 1Y | +68.0% | +7.4% | +60.6% | +59.9% |
| 3Y | +149.5% | +61.0% | +88.5% | +86.3% |
| 5Y | +125.6% | +30.4% | +95.2% | +81.8% |
| All | +562.2% | +264.0% | +298.2% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling