+58.9%
NTAP vs REPL
+163.1%
-104.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.9% |
| 7D | -5.0% | +14.2% | -19.2% | -5.7% |
| 30D | -25.8% | +65.9% | -91.6% | -28.1% |
| 3M | -6.9% | +84.6% | -91.5% | -10.6% |
| 6M | +50.0% | +446.9% | -396.9% | +29.9% |
| YTD | +66.9% | +129.0% | -62.1% | +46.6% |
| All | +58.9% | +163.1% | -104.2% | +38.8% |
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