+58.8%
NTAP vs RL
+22.6%
+36.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -7.8% | +1.3% | -9.1% | -7.8% |
| 30D | -25.8% | +7.6% | -33.4% | -26.3% |
| 3M | -11.2% | -1.5% | -9.7% | -10.9% |
| 6M | +49.9% | +12.1% | +37.9% | +47.1% |
| YTD | +66.9% | +13.9% | +52.9% | +60.9% |
| 1Y | +58.8% | +20.7% | +38.2% | +49.9% |
| All | +58.8% | +22.6% | +36.2% | +49.9% |
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 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