+124.8%
NTAP vs RJF
+106.2%
+18.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -7.0% | -2.0% | -5.0% | -6.2% |
| 3M | +12.3% | +16.3% | -4.0% | +4.2% |
| 6M | +85.1% | +16.9% | +68.2% | +70.5% |
| YTD | +74.8% | +10.4% | +64.3% | +64.9% |
| 1Y | +52.7% | +7.4% | +45.3% | +45.7% |
| 3Y | +147.7% | +72.2% | +75.4% | +84.1% |
| 5Y | +124.8% | +105.1% | +19.7% | +46.9% |
| All | +124.8% | +106.2% | +18.6% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling