+68.1%
NTAP vs RBRK
+62.9%
+5.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.1% |
| 7D | -16.1% | -12.5% | -3.6% | -13.4% |
| 30D | -15.9% | -3.0% | -12.9% | -15.2% |
| 3M | -1.2% | +46.9% | -48.2% | -10.3% |
| 6M | +70.1% | +105.4% | -35.3% | +45.5% |
| YTD | +77.9% | +55.6% | +22.4% | +55.4% |
| 1Y | +68.1% | +63.9% | +4.2% | +47.0% |
| All | +68.1% | +62.9% | +5.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling