+590.2%
NTAP vs RL
+304.3%
+285.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +3.3% | +1.9% | +1.4% | +2.5% |
| 30D | -0.2% | -12.2% | +12.0% | +4.6% |
| 3M | +11.4% | -6.6% | +18.0% | +13.5% |
| 6M | +88.7% | +3.2% | +85.5% | +83.2% |
| YTD | +78.9% | -1.3% | +80.2% | +76.2% |
| 1Y | +58.8% | +13.6% | +45.2% | +47.7% |
| 3Y | +153.5% | +210.9% | -57.3% | +57.5% |
| 5Y | +136.7% | +246.9% | -110.1% | +36.5% |
| 10Y | +590.2% | +310.1% | +280.1% | +263.2% |
| All | +590.2% | +304.3% | +285.9% | +263.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling