+629.3%
ON vs NTAP
+650.8%
-21.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.5% | 0.0% | +3.0% |
| 7D | +2.4% | +7.4% | -5.0% | -2.2% |
| 30D | -8.6% | -1.4% | -7.2% | -8.0% |
| 3M | -34.3% | +24.6% | -58.9% | -43.3% |
| 6M | +28.5% | +105.9% | -77.4% | -23.2% |
| YTD | +40.6% | +88.5% | -47.9% | -11.8% |
| 1Y | +55.3% | +62.1% | -6.8% | +8.1% |
| 3Y | -22.2% | +169.1% | -191.2% | -63.0% |
| 5Y | +62.4% | +141.9% | -79.5% | -16.4% |
| All | +629.3% | +650.8% | -21.5% | +118.5% |
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 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