+124.8%
NTAP vs ROK
+45.0%
+79.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -7.0% | -1.8% | -5.2% | -6.4% |
| 3M | +12.3% | -7.2% | +19.5% | +15.0% |
| 6M | +85.1% | +14.2% | +71.0% | +73.3% |
| YTD | +74.8% | +10.6% | +64.2% | +65.6% |
| 1Y | +52.7% | +25.9% | +26.8% | +37.2% |
| 3Y | +147.7% | +50.8% | +96.9% | +99.8% |
| 5Y | +124.8% | +47.0% | +77.7% | +72.9% |
| All | +124.8% | +45.0% | +79.8% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling