+149.5%
NTAP vs REPL
+97.7%
+51.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.2% | +1.2% | +6.0% | +7.1% |
| 30D | -18.4% | +92.2% | -110.6% | -19.9% |
| 3M | -11.3% | +44.1% | -55.4% | -12.4% |
| 6M | +53.8% | +313.0% | -259.3% | +44.9% |
| YTD | +72.0% | +125.2% | -53.2% | +62.7% |
| 1Y | +68.0% | +143.8% | -75.7% | +58.9% |
| 3Y | +149.5% | +104.2% | +45.3% | +130.5% |
| All | +149.5% | +97.7% | +51.7% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling