+577.3%
NTAP vs RL
+308.9%
+268.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -0.5% | -7.8% | +7.2% | +2.4% |
| 3M | +4.1% | -4.0% | +8.1% | +5.0% |
| 6M | +88.0% | -1.9% | +89.8% | +86.0% |
| YTD | +75.6% | -0.2% | +75.7% | +72.2% |
| 1Y | +58.9% | +10.7% | +48.2% | +49.3% |
| 3Y | +153.6% | +210.8% | -57.2% | +57.6% |
| 5Y | +127.6% | +238.2% | -110.6% | +32.5% |
| All | +577.3% | +308.9% | +268.3% | +254.9% |
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