+562.2%
NTAP vs ROP
+185.2%
+377.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.7% |
| 7D | +7.2% | +0.7% | +6.5% | +6.8% |
| 30D | -18.4% | +28.8% | -47.2% | -29.0% |
| 3M | -11.3% | +21.1% | -32.4% | -20.9% |
| 6M | +53.8% | +52.5% | +1.2% | +19.2% |
| YTD | +72.0% | +8.9% | +63.1% | +60.2% |
| 1Y | +68.0% | +8.2% | +59.8% | +57.0% |
| 3Y | +149.5% | -5.2% | +154.6% | +148.7% |
| 5Y | +125.6% | +1.7% | +123.9% | +112.5% |
| All | +562.2% | +185.2% | +377.0% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling