+18,003.8%
NTAP vs RF
+369.2%
+17,634.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.1% | -7.6% | -9.1% |
| 7D | -22.5% | -1.6% | -20.8% | -22.1% |
| 30D | -25.7% | +5.0% | -30.7% | -26.8% |
| 3M | -9.0% | -10.0% | +1.0% | -6.3% |
| 6M | +49.2% | +3.3% | +45.9% | +47.2% |
| YTD | +60.6% | +7.9% | +52.7% | +56.3% |
| 1Y | +48.7% | +21.2% | +27.4% | +39.9% |
| 3Y | +135.6% | +105.8% | +29.8% | +89.0% |
| 5Y | +107.8% | +43.7% | +64.0% | +81.0% |
| 10Y | +609.4% | +289.4% | +320.0% | +349.3% |
| All | +18,003.8% | +369.2% | +17,634.6% | +6,886.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling