+19,472.4%
NTAP vs RGEN
+9,764.0%
+9,708.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.1% |
| 7D | -2.4% | -3.1% | +0.7% | -2.1% |
| 30D | -23.4% | +0.1% | -23.5% | -23.4% |
| 3M | -7.5% | +4.8% | -12.3% | -8.0% |
| 6M | +56.4% | +48.9% | +7.4% | +50.6% |
| YTD | +73.6% | +5.3% | +68.3% | +71.7% |
| 1Y | +68.4% | +12.5% | +55.9% | +65.6% |
| 3Y | +150.6% | +17.0% | +133.6% | +142.4% |
| 5Y | +122.5% | -35.4% | +157.8% | +121.3% |
| 10Y | +589.7% | +434.6% | +155.1% | +481.5% |
| All | +19,472.4% | +9,764.0% | +9,708.4% | +11,661.8% |
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