+68.1%
NTAP vs RL
+34.3%
+33.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.1% |
| 7D | -16.1% | +5.8% | -21.9% | -16.6% |
| 30D | -15.9% | +12.7% | -28.7% | -17.2% |
| 3M | -1.2% | +9.3% | -10.6% | -2.3% |
| 6M | +70.1% | +16.9% | +53.1% | +65.4% |
| YTD | +77.9% | +17.5% | +60.5% | +70.9% |
| 1Y | +68.1% | +34.6% | +33.5% | +53.1% |
| All | +68.1% | +34.3% | +33.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling