+58.9%
NTAP vs ROP
-21.5%
+80.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | -0.8% | -4.4% | +3.7% | +0.2% |
| 30D | -0.5% | +3.2% | -3.8% | -1.4% |
| 3M | +4.1% | +23.1% | -19.0% | -3.1% |
| 6M | +88.0% | +13.3% | +74.6% | +79.4% |
| YTD | +75.6% | -7.9% | +83.4% | +75.7% |
| 1Y | +58.9% | -22.1% | +81.0% | +68.5% |
| All | +58.9% | -21.5% | +80.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling