+589.7%
NTAP vs RL
+347.1%
+242.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.4% | +4.6% |
| 7D | -2.4% | -4.4% | +1.9% | -0.7% |
| 30D | -23.4% | +5.6% | -29.0% | -25.0% |
| 3M | -7.5% | -0.6% | -6.9% | -7.6% |
| 6M | +56.4% | +15.5% | +40.9% | +46.4% |
| YTD | +73.6% | +12.3% | +61.3% | +62.7% |
| 1Y | +68.4% | +19.3% | +49.1% | +53.9% |
| 3Y | +150.6% | +255.5% | -105.0% | +48.2% |
| 5Y | +122.5% | +247.1% | -124.6% | +28.7% |
| 10Y | +589.7% | +346.0% | +243.7% | +250.0% |
| All | +589.7% | +347.1% | +242.6% | +250.0% |
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