+149.5%
NTAP vs RJF
+76.6%
+72.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +7.2% | +3.6% | +3.6% | +5.5% |
| 30D | -18.4% | +7.2% | -25.6% | -20.9% |
| 3M | -11.3% | -6.5% | -4.8% | -8.7% |
| 6M | +53.8% | +10.3% | +43.5% | +46.3% |
| YTD | +72.0% | +6.5% | +65.5% | +65.2% |
| 1Y | +68.0% | +6.1% | +61.9% | +61.6% |
| 3Y | +149.5% | +74.9% | +74.6% | +89.7% |
| All | +149.5% | +76.6% | +72.9% | +89.7% |
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