+6,676.3%
NTAP vs RBA
+3,565.6%
+3,110.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | -2.9% | +2.2% | +0.2% |
| 30D | -0.5% | -12.3% | +11.8% | +3.4% |
| 3M | +4.1% | -20.5% | +24.6% | +10.9% |
| 6M | +88.0% | -18.5% | +106.5% | +98.2% |
| YTD | +75.6% | -18.2% | +93.8% | +84.7% |
| 1Y | +58.9% | -27.5% | +86.4% | +73.3% |
| 3Y | +153.6% | +38.1% | +115.5% | +123.4% |
| 5Y | +127.6% | +44.8% | +82.9% | +91.8% |
| 10Y | +580.4% | +187.1% | +393.2% | +336.4% |
| All | +6,676.3% | +3,565.6% | +3,110.7% | +1,663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling