+47.5%
ON vs NTAP
+52.0%
-4.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -1.9% | +2.2% | -4.1% | -2.8% |
| 30D | -11.0% | -7.0% | -4.0% | -8.5% |
| 3M | -39.3% | +12.3% | -51.6% | -42.4% |
| 6M | +19.8% | +85.1% | -65.3% | -12.6% |
| YTD | +31.1% | +74.8% | -43.7% | -1.9% |
| All | +47.5% | +52.0% | -4.5% | +29.8% |
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