+562.2%
NTAP vs RBA
+207.2%
+355.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | +7.2% | +1.7% | +5.5% | +6.7% |
| 30D | -18.4% | +8.3% | -26.7% | -20.5% |
| 3M | -11.3% | +10.5% | -21.9% | -14.2% |
| 6M | +53.8% | -5.9% | +59.6% | +54.7% |
| YTD | +72.0% | -6.9% | +78.8% | +73.1% |
| 1Y | +68.0% | -4.9% | +72.9% | +68.0% |
| 3Y | +149.5% | +64.5% | +85.0% | +111.7% |
| 5Y | +125.6% | +46.1% | +79.5% | +92.9% |
| All | +562.2% | +207.2% | +355.0% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling