+51.2%
NTAP vs RJF
+6.3%
+45.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -1.0% | -4.2% | +3.2% | +0.6% |
| 30D | -7.5% | -3.6% | -3.9% | -6.3% |
| 3M | +14.6% | +15.6% | -1.0% | +8.9% |
| 6M | +91.0% | +17.6% | +73.4% | +78.7% |
| YTD | +73.7% | +9.2% | +64.5% | +65.9% |
| 1Y | +51.2% | +5.5% | +45.7% | +45.5% |
| All | +51.2% | +6.3% | +45.0% | +45.5% |
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