+576.6%
NTAP vs RL
+397.7%
+178.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.8% | +1.9% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -25.8% | +7.3% | -33.1% | -27.7% |
| 3M | -6.9% | +1.0% | -7.9% | -7.4% |
| 6M | +50.0% | +11.8% | +38.2% | +42.2% |
| YTD | +66.9% | +13.6% | +53.3% | +55.9% |
| 1Y | +58.3% | +24.0% | +34.2% | +42.5% |
| 3Y | +145.1% | +256.6% | -111.5% | +44.9% |
| 5Y | +114.2% | +240.2% | -126.0% | +24.9% |
| 10Y | +576.6% | +373.0% | +203.6% | +237.6% |
| All | +576.6% | +397.7% | +178.9% | +237.6% |
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