+6,091.4%
NTAP vs RBA
+4,003.4%
+2,088.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -15.1% | +4.3% | -19.3% | -16.3% |
| 30D | -28.1% | +16.3% | -44.4% | -31.6% |
| 3M | -11.4% | +1.3% | -12.8% | -12.3% |
| 6M | +52.2% | -11.1% | +63.3% | +55.8% |
| YTD | +60.4% | -8.5% | +68.9% | +62.3% |
| 1Y | +51.0% | -2.1% | +53.1% | +49.5% |
| 3Y | +135.6% | +44.6% | +91.0% | +103.9% |
| 5Y | +107.5% | +36.8% | +70.7% | +77.8% |
| 10Y | +608.6% | +227.3% | +381.3% | +334.7% |
| All | +6,091.4% | +4,003.4% | +2,088.0% | +1,449.0% |
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