+3,795.4%
O vs NTAP
+22,937.7%
-19,142.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -0.4% | +7.2% | -7.6% | -1.0% |
| 30D | +7.1% | -18.4% | +25.5% | +8.9% |
| 3M | -5.2% | -11.3% | +6.1% | -4.6% |
| 6M | -1.8% | +53.8% | -55.5% | -6.6% |
| YTD | +9.1% | +72.0% | -62.9% | +2.3% |
| 1Y | +9.7% | +68.0% | -58.3% | +3.0% |
| 3Y | +39.1% | +149.5% | -110.3% | +24.1% |
| 5Y | +8.4% | +125.6% | -117.2% | -2.9% |
| 10Y | +80.2% | +583.1% | -503.0% | +42.3% |
| All | +3,795.4% | +22,937.7% | -19,142.3% | +2,524.6% |
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