+105.6%
NTAP vs ROP
+1.4%
+104.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.9% |
| 7D | -15.1% | +2.1% | -17.2% | -15.9% |
| 30D | -28.1% | +32.9% | -61.0% | -36.3% |
| 3M | -11.4% | +20.3% | -31.8% | -18.6% |
| 6M | +52.2% | +36.8% | +15.5% | +30.2% |
| YTD | +60.4% | +8.1% | +52.3% | +54.3% |
| 1Y | +51.0% | +8.3% | +42.7% | +45.1% |
| 3Y | +135.6% | -3.2% | +138.8% | +137.9% |
| All | +105.6% | +1.4% | +104.3% | +92.9% |
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 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