+136.7%
NTAP vs ROP
-14.2%
+150.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.2% |
| 7D | +3.3% | -5.4% | +8.7% | +5.8% |
| 30D | -0.2% | -1.6% | +1.4% | +0.3% |
| 3M | +11.4% | +18.8% | -7.5% | +1.0% |
| 6M | +88.7% | +8.2% | +80.5% | +79.2% |
| YTD | +78.9% | -10.5% | +89.4% | +86.9% |
| 1Y | +58.8% | -23.7% | +82.6% | +80.9% |
| 3Y | +153.5% | -17.9% | +171.4% | +174.1% |
| 5Y | +136.7% | -15.3% | +152.1% | +143.1% |
| All | +136.7% | -14.2% | +150.9% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling