+19,691.7%
NTAP vs RJF
+9,158.9%
+10,532.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -0.5% | -1.3% | +0.7% | 0.0% |
| 3M | +4.1% | +18.9% | -14.8% | -5.2% |
| 6M | +88.0% | +15.0% | +72.9% | +73.5% |
| YTD | +75.6% | +12.2% | +63.4% | +63.6% |
| 1Y | +58.9% | +5.6% | +53.3% | +52.4% |
| 3Y | +153.6% | +74.9% | +78.7% | +83.7% |
| 5Y | +127.6% | +106.6% | +21.0% | +47.5% |
| 10Y | +580.4% | +433.1% | +147.3% | +158.0% |
| All | +19,691.7% | +9,158.9% | +10,532.8% | +1,468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling