+89.6%
NTAP vs RBRK
+130.3%
-40.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.0% | -3.5% | +2.5% | -0.2% |
| 30D | -7.5% | -8.3% | +0.8% | -6.3% |
| 3M | +14.6% | +24.7% | -10.0% | +8.3% |
| 6M | +91.0% | +58.9% | +32.1% | +71.7% |
| YTD | +73.7% | +16.3% | +57.4% | +64.8% |
| 1Y | +51.2% | +10.1% | +41.1% | +44.0% |
| All | +89.6% | +130.3% | -40.8% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling