+114.2%
NTAP vs RGEN
-34.8%
+149.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +3.5% |
| 7D | -5.0% | +3.5% | -8.4% | -5.5% |
| 30D | -25.8% | +2.9% | -28.7% | -26.1% |
| 3M | -6.9% | +9.2% | -16.1% | -8.8% |
| 6M | +50.0% | +44.9% | +5.1% | +38.2% |
| YTD | +66.9% | +9.2% | +57.7% | +61.7% |
| 1Y | +58.3% | +25.3% | +33.0% | +49.1% |
| 3Y | +145.1% | +21.7% | +123.4% | +123.9% |
| 5Y | +114.2% | -34.5% | +148.7% | +97.0% |
| All | +114.2% | -34.8% | +149.0% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling