+562.2%
NTAP vs RL
+337.1%
+225.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | +7.2% | +2.6% | +4.6% | +6.2% |
| 30D | -18.4% | +2.9% | -21.3% | -19.3% |
| 3M | -11.3% | 0.0% | -11.3% | -11.5% |
| 6M | +53.8% | +17.1% | +36.7% | +43.2% |
| YTD | +72.0% | +10.1% | +61.8% | +62.4% |
| 1Y | +68.0% | +17.3% | +50.7% | +54.5% |
| 3Y | +149.5% | +249.3% | -99.9% | +48.6% |
| 5Y | +125.6% | +240.9% | -115.3% | +31.5% |
| All | +562.2% | +337.1% | +225.1% | +235.9% |
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