+149.5%
NTAP vs RBA
+63.1%
+86.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | +7.2% | +1.7% | +5.5% | +6.6% |
| 30D | -18.4% | +8.3% | -26.7% | -20.5% |
| 3M | -11.3% | +10.5% | -21.9% | -14.3% |
| 6M | +53.8% | -5.9% | +59.6% | +54.6% |
| YTD | +72.0% | -6.9% | +78.8% | +73.3% |
| 1Y | +68.0% | -4.9% | +72.9% | +67.9% |
| 3Y | +149.5% | +64.5% | +85.0% | +125.9% |
| All | +149.5% | +63.1% | +86.4% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling