+47.6%
ON vs NTAP
+66.6%
-19.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | -5.8% | -16.1% | +10.3% | +0.9% |
| 30D | -17.1% | -15.9% | -1.2% | -11.4% |
| 3M | -11.8% | -1.2% | -10.6% | -11.3% |
| 6M | -30.2% | +70.1% | -100.2% | -42.3% |
| YTD | +31.6% | +77.9% | -46.4% | +3.9% |
| 1Y | +47.6% | +68.1% | -20.6% | +20.1% |
| All | +47.6% | +66.6% | -19.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling