+19,691.7%
NTAP vs RGEN
+9,477.1%
+10,214.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.8% | -4.9% | +4.2% | -0.4% |
| 30D | -0.5% | +5.7% | -6.2% | -1.1% |
| 3M | +4.1% | +32.4% | -28.4% | +1.4% |
| 6M | +88.0% | +33.2% | +54.8% | +82.6% |
| YTD | +75.6% | +2.3% | +73.3% | +74.2% |
| 1Y | +58.9% | +39.0% | +19.9% | +53.6% |
| 3Y | +153.6% | -4.6% | +158.2% | +148.9% |
| 5Y | +127.6% | -42.7% | +170.3% | +128.5% |
| 10Y | +580.4% | +433.6% | +146.8% | +474.2% |
| All | +19,691.7% | +9,477.1% | +10,214.6% | +11,834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling