+196.1%
ON vs NTAP
+263.9%
-67.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.5% |
| 7D | +12.2% | +7.2% | +5.0% | +9.1% |
| 30D | -3.1% | -18.4% | +15.2% | +6.0% |
| 3M | -12.9% | -11.3% | -1.6% | -8.2% |
| 6M | -38.6% | +53.8% | -92.4% | -49.9% |
| YTD | +31.2% | +72.0% | -40.7% | +1.5% |
| 1Y | +47.6% | +68.0% | -20.4% | +15.2% |
| 3Y | +6.6% | +149.5% | -142.9% | -30.1% |
| 5Y | +21.3% | +125.6% | -104.3% | -14.9% |
| 10Y | +533.3% | +583.1% | -49.8% | +179.1% |
| All | +196.1% | +263.9% | -67.8% | -17.5% |
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 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