+190.0%
ON vs NTAP
+253.1%
-63.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -4.1% | -7.8% | +3.6% | -0.4% |
| 30D | -10.2% | -25.8% | +15.6% | +2.3% |
| 3M | -12.7% | -11.2% | -1.5% | -8.1% |
| 6M | -32.5% | +49.9% | -82.5% | -44.3% |
| YTD | +28.6% | +66.9% | -38.3% | +0.6% |
| 1Y | +43.4% | +58.8% | -15.4% | +14.6% |
| 3Y | +3.3% | +140.8% | -137.5% | -31.2% |
| 5Y | +22.5% | +115.0% | -92.5% | -12.3% |
| 10Y | +535.7% | +570.8% | -35.1% | +182.4% |
| All | +190.0% | +253.1% | -63.1% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling