+54.8%
ON vs NTAP
+61.4%
-6.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -3.3% | -0.5% | -2.7% | -3.2% |
| 3M | -43.6% | +4.1% | -47.6% | -44.9% |
| 6M | +19.0% | +88.0% | -69.0% | -13.5% |
| YTD | +37.4% | +75.6% | -38.2% | +3.0% |
| 1Y | +54.8% | +58.9% | -4.1% | +28.3% |
| All | +54.8% | +61.4% | -6.6% | +28.3% |
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