+17,983.5%
NTAP vs ROP
+6,155.0%
+11,828.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.4% |
| 7D | -15.1% | +2.1% | -17.2% | -16.3% |
| 30D | -28.1% | +32.9% | -61.0% | -39.1% |
| 3M | -11.4% | +20.3% | -31.8% | -21.4% |
| 6M | +52.2% | +36.8% | +15.5% | +24.5% |
| YTD | +60.4% | +8.1% | +52.3% | +48.1% |
| 1Y | +51.0% | +8.3% | +42.7% | +39.3% |
| 3Y | +135.6% | -3.2% | +138.8% | +128.7% |
| 5Y | +107.5% | +1.7% | +105.8% | +93.6% |
| 10Y | +608.6% | +199.2% | +409.4% | +256.1% |
| All | +17,983.5% | +6,155.0% | +11,828.6% | +2,074.8% |
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 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