+68.1%
NTAP vs RJF
+7.8%
+60.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -2.8% |
| 7D | -16.1% | +7.2% | -23.3% | -17.7% |
| 30D | -15.9% | +4.9% | -20.9% | -17.0% |
| 3M | -1.2% | -5.5% | +4.3% | +1.1% |
| 6M | +70.1% | +8.0% | +62.1% | +65.9% |
| YTD | +77.9% | +6.2% | +71.8% | +71.8% |
| 1Y | +68.1% | +7.8% | +60.3% | +60.9% |
| All | +68.1% | +7.8% | +60.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling