+169.1%
NTAP vs RJF
+69.0%
+100.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.6% | +8.6% |
| 7D | +7.4% | -2.7% | +10.1% | +8.7% |
| 30D | -1.4% | -4.3% | +2.9% | +0.5% |
| 3M | +24.6% | +15.7% | +8.8% | +16.4% |
| 6M | +105.9% | +17.8% | +88.1% | +89.8% |
| YTD | +88.5% | +9.2% | +79.4% | +79.4% |
| 1Y | +62.1% | +2.8% | +59.3% | +58.5% |
| 3Y | +169.1% | +69.5% | +99.6% | +114.1% |
| All | +169.1% | +69.0% | +100.0% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling