+68.1%
NTAP vs RBA
-2.0%
+70.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.0% |
| 7D | -16.1% | +12.7% | -28.7% | -18.4% |
| 30D | -15.9% | +15.5% | -31.5% | -18.7% |
| 3M | -1.2% | -14.0% | +12.8% | +2.8% |
| 6M | +70.1% | -8.8% | +78.9% | +72.4% |
| YTD | +77.9% | -6.9% | +84.9% | +80.1% |
| 1Y | +68.1% | -3.0% | +71.1% | +67.6% |
| All | +68.1% | -2.0% | +70.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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