+589.7%
NTAP vs ROP
+132.1%
+457.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.6% |
| 7D | +2.2% | -6.1% | +8.3% | +5.6% |
| 30D | -7.0% | -3.4% | -3.7% | -5.6% |
| 3M | +12.3% | +16.7% | -4.4% | +1.5% |
| 6M | +85.1% | +8.1% | +77.1% | +74.3% |
| YTD | +74.8% | -11.7% | +86.4% | +83.8% |
| 1Y | +52.7% | -24.2% | +76.9% | +75.2% |
| 3Y | +147.7% | -19.0% | +166.6% | +170.0% |
| 5Y | +124.8% | -15.9% | +140.6% | +135.9% |
| 10Y | +589.7% | +135.7% | +454.0% | +258.9% |
| All | +589.7% | +132.1% | +457.6% | +258.9% |
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