+625.8%
NTAP vs ROK
+357.9%
+267.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +7.7% |
| 7D | +7.4% | -1.2% | +8.6% | +8.1% |
| 30D | -1.4% | -4.8% | +3.4% | +1.0% |
| 3M | +24.6% | -6.1% | +30.7% | +27.6% |
| 6M | +105.9% | +15.5% | +90.4% | +89.3% |
| YTD | +88.5% | +11.2% | +77.4% | +76.3% |
| 1Y | +62.1% | +23.8% | +38.3% | +43.6% |
| 3Y | +169.1% | +53.1% | +115.9% | +105.7% |
| 5Y | +141.9% | +48.3% | +93.6% | +81.4% |
| All | +625.8% | +357.9% | +267.8% | +190.4% |
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