+572.1%
ON vs NTAP
+591.7%
-19.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -4.7% | -1.0% | -3.8% | -4.2% |
| 30D | -13.5% | -7.5% | -6.0% | -9.3% |
| 3M | -36.3% | +14.6% | -50.9% | -42.0% |
| 6M | +17.8% | +91.0% | -73.2% | -26.2% |
| YTD | +29.6% | +73.7% | -44.1% | -14.4% |
| 1Y | +45.8% | +51.2% | -5.4% | +6.0% |
| 3Y | -28.3% | +146.1% | -174.5% | -63.9% |
| 5Y | +49.6% | +122.8% | -73.2% | -18.9% |
| All | +572.1% | +591.7% | -19.6% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling