+19,472.4%
NTAP vs ROK
+5,879.5%
+13,592.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +2.9% |
| 7D | -2.4% | -8.5% | +6.1% | +2.1% |
| 30D | -23.4% | -6.4% | -17.0% | -20.7% |
| 3M | -7.5% | -8.8% | +1.3% | -3.0% |
| 6M | +56.4% | -10.5% | +66.9% | +64.3% |
| YTD | +73.6% | +5.4% | +68.2% | +66.2% |
| 1Y | +68.4% | +5.0% | +63.4% | +61.5% |
| 3Y | +150.6% | +64.3% | +86.3% | +82.5% |
| 5Y | +122.5% | +34.0% | +88.5% | +73.8% |
| 10Y | +589.7% | +268.2% | +321.6% | +200.3% |
| All | +19,472.4% | +5,879.5% | +13,592.9% | +1,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling