+105.6%
NTAP vs RL
+226.8%
-121.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -15.1% | -4.2% | -10.9% | -13.6% |
| 30D | -28.1% | +4.3% | -32.3% | -29.2% |
| 3M | -11.4% | -4.6% | -6.8% | -10.0% |
| 6M | +52.2% | +1.7% | +50.5% | +49.2% |
| YTD | +60.4% | +7.3% | +53.1% | +52.5% |
| 1Y | +51.0% | +20.8% | +30.2% | +36.0% |
| 3Y | +135.6% | +247.0% | -111.4% | +33.4% |
| All | +105.6% | +226.8% | -121.2% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling