+68.4%
NTAP vs RL
+19.4%
+49.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.4% | +4.3% |
| 7D | -2.4% | -4.4% | +1.9% | -1.7% |
| 30D | -23.4% | +5.6% | -29.0% | -23.8% |
| 3M | -7.5% | -0.6% | -6.9% | -7.3% |
| 6M | +56.4% | +15.5% | +40.9% | +52.6% |
| YTD | +73.6% | +12.3% | +61.3% | +68.0% |
| 1Y | +68.4% | +19.3% | +49.1% | +59.4% |
| All | +68.4% | +19.4% | +49.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling