+127.9%
NTAP vs RJF
+81.1%
+46.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.1% |
| 3M | -11.3% | -6.5% | -4.8% | -8.7% |
| 6M | +53.8% | +10.3% | +43.5% | +45.8% |
| YTD | +72.0% | +6.5% | +65.5% | +64.8% |
| 1Y | +68.0% | +6.1% | +61.9% | +61.2% |
| 3Y | +149.5% | +74.9% | +74.6% | +84.3% |
| All | +127.9% | +81.1% | +46.8% | +59.3% |
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