+18,710.3%
NTAP vs ROP
+6,127.0%
+12,583.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -7.8% | +0.2% | -7.9% | -8.0% |
| 30D | -25.8% | +30.3% | -56.1% | -36.5% |
| 3M | -11.2% | +17.8% | -29.0% | -20.3% |
| 6M | +49.9% | +38.9% | +11.0% | +21.6% |
| YTD | +66.9% | +7.6% | +59.2% | +54.4% |
| 1Y | +58.8% | +6.5% | +52.3% | +47.8% |
| 3Y | +140.8% | -6.3% | +147.1% | +137.8% |
| 5Y | +115.0% | +0.9% | +114.1% | +101.4% |
| 10Y | +570.8% | +180.7% | +390.0% | +248.7% |
| All | +18,710.3% | +6,127.0% | +12,583.3% | +2,167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling