+625.8%
NTAP vs RJF
+429.3%
+196.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.6% | +8.6% |
| 7D | +7.4% | -2.7% | +10.1% | +9.0% |
| 30D | -1.4% | -4.3% | +2.9% | +0.9% |
| 3M | +24.6% | +15.7% | +8.8% | +14.6% |
| 6M | +105.9% | +17.8% | +88.1% | +86.6% |
| YTD | +88.5% | +9.2% | +79.4% | +77.5% |
| 1Y | +62.1% | +2.8% | +59.3% | +57.4% |
| 3Y | +169.1% | +69.5% | +99.6% | +93.0% |
| 5Y | +141.9% | +105.9% | +35.9% | +49.9% |
| All | +625.8% | +429.3% | +196.5% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling