+58.8%
NTAP vs REPL
+136.7%
-77.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +3.3% | -5.7% | +9.0% | +3.5% |
| 30D | -0.2% | +22.5% | -22.7% | -1.0% |
| 3M | +11.4% | +64.7% | -53.3% | +7.7% |
| 6M | +88.7% | +83.0% | +5.7% | +77.9% |
| YTD | +78.9% | +52.0% | +27.0% | +68.2% |
| 1Y | +58.8% | +144.5% | -85.7% | +51.7% |
| All | +58.8% | +136.7% | -77.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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