+136.7%
NTAP vs RGEN
-42.7%
+179.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | +3.3% | -0.9% | +4.1% | +3.4% |
| 30D | -0.2% | +2.8% | -3.0% | -0.9% |
| 3M | +11.4% | +34.5% | -23.1% | +4.5% |
| 6M | +88.7% | +40.5% | +48.2% | +74.7% |
| YTD | +78.9% | +2.8% | +76.1% | +75.7% |
| 1Y | +58.8% | +39.6% | +19.2% | +46.5% |
| 3Y | +153.5% | +4.4% | +149.1% | +137.7% |
| 5Y | +136.7% | -42.8% | +179.5% | +125.7% |
| All | +136.7% | -42.7% | +179.5% | +125.7% |
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