+3,917.1%
O vs NTAP
+23,420.6%
-19,503.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -0.8% | 0.0% | -0.7% |
| 30D | -1.9% | -0.5% | -1.3% | -1.9% |
| 3M | +3.8% | +4.1% | -0.2% | +3.2% |
| 6M | -4.7% | +88.0% | -92.7% | -11.0% |
| YTD | +12.5% | +75.6% | -63.1% | +5.6% |
| 1Y | +10.8% | +58.9% | -48.1% | +5.0% |
| 3Y | +28.8% | +153.6% | -124.8% | +15.1% |
| 5Y | +13.2% | +127.6% | -114.5% | +1.6% |
| 10Y | +53.5% | +580.4% | -526.9% | +21.7% |
| All | +3,917.1% | +23,420.6% | -19,503.6% | +2,611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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