+68.4%
NTAP vs RF
+18.8%
+49.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -23.4% | +4.6% | -28.1% | -24.5% |
| 3M | -7.5% | -8.4% | +0.9% | -4.4% |
| 6M | +56.4% | +8.9% | +47.5% | +50.8% |
| YTD | +73.6% | +8.8% | +64.8% | +66.2% |
| 1Y | +68.4% | +18.9% | +49.5% | +52.3% |
| All | +68.4% | +18.8% | +49.6% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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