+105.6%
NTAP vs RBA
+37.7%
+67.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -15.1% | +4.3% | -19.3% | -16.1% |
| 30D | -28.1% | +16.3% | -44.4% | -31.2% |
| 3M | -11.4% | +1.3% | -12.8% | -12.1% |
| 6M | +52.2% | -11.1% | +63.3% | +55.6% |
| YTD | +60.4% | -8.5% | +68.9% | +62.4% |
| 1Y | +51.0% | -2.1% | +53.1% | +49.9% |
| 3Y | +135.6% | +44.6% | +91.0% | +111.1% |
| All | +105.6% | +37.7% | +67.9% | +83.0% |
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