+52.2%
NTAP vs ROP
+35.2%
+17.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.8% |
| 7D | -15.1% | +2.1% | -17.2% | -14.5% |
| 30D | -28.1% | +32.9% | -61.0% | -25.1% |
| 3M | -11.4% | +20.3% | -31.8% | -7.9% |
| 6M | +52.2% | +36.8% | +15.5% | +57.8% |
| All | +52.2% | +35.2% | +17.0% | +57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling