+19,691.7%
NTAP vs RF
+402.4%
+19,289.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | -0.5% | -3.6% | +3.1% | +0.5% |
| 3M | +4.1% | +8.1% | -4.0% | +1.7% |
| 6M | +88.0% | +11.5% | +76.5% | +81.5% |
| YTD | +75.6% | +15.6% | +60.0% | +67.7% |
| 1Y | +58.9% | +15.7% | +43.2% | +51.7% |
| 3Y | +153.6% | +86.9% | +66.7% | +108.3% |
| 5Y | +127.6% | +89.8% | +37.8% | +83.3% |
| 10Y | +580.4% | +344.7% | +235.7% | +315.7% |
| All | +19,691.7% | +402.4% | +19,289.3% | +7,395.8% |
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