+153.5%
NTAP vs ROK
+48.7%
+104.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +3.3% | +2.8% | +0.5% | +2.2% |
| 30D | -0.2% | -2.4% | +2.2% | +0.6% |
| 3M | +11.4% | -4.7% | +16.1% | +12.7% |
| 6M | +88.7% | +16.8% | +71.9% | +75.5% |
| YTD | +78.9% | +11.4% | +67.6% | +69.6% |
| 1Y | +58.8% | +26.2% | +32.6% | +43.5% |
| 3Y | +153.5% | +51.9% | +101.7% | +104.2% |
| All | +153.5% | +48.7% | +104.9% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling