+131.1%
NTAP vs RBA
+45.3%
+85.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | -2.9% | +2.2% | +0.1% |
| 30D | -0.5% | -12.3% | +11.8% | +2.9% |
| 3M | +4.1% | -20.5% | +24.6% | +10.1% |
| 6M | +88.0% | -18.5% | +106.5% | +97.0% |
| YTD | +75.6% | -18.2% | +93.8% | +83.8% |
| 1Y | +58.9% | -27.5% | +86.4% | +72.0% |
| 3Y | +153.6% | +38.1% | +115.5% | +131.2% |
| All | +131.1% | +45.3% | +85.8% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling