+570.8%
NTAP vs RL
+369.1%
+201.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -7.8% | +1.3% | -9.1% | -8.1% |
| 30D | -25.8% | +7.6% | -33.4% | -27.8% |
| 3M | -11.2% | -1.5% | -9.7% | -11.0% |
| 6M | +49.9% | +12.1% | +37.9% | +42.0% |
| YTD | +66.9% | +13.9% | +52.9% | +55.6% |
| 1Y | +58.8% | +20.7% | +38.2% | +44.6% |
| 3Y | +140.8% | +260.6% | -119.7% | +41.8% |
| 5Y | +115.0% | +248.9% | -133.9% | +24.2% |
| 10Y | +570.8% | +355.9% | +214.9% | +238.6% |
| All | +570.8% | +369.1% | +201.7% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling