+9,885.5%
NTAP vs RL
+1,476.5%
+8,409.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -15.1% | -4.2% | -10.9% | -13.7% |
| 30D | -28.1% | +4.3% | -32.3% | -29.2% |
| 3M | -11.4% | -4.6% | -6.8% | -10.1% |
| 6M | +52.2% | +1.7% | +50.5% | +49.2% |
| YTD | +60.4% | +7.3% | +53.1% | +53.0% |
| 1Y | +51.0% | +20.8% | +30.2% | +37.4% |
| 3Y | +135.6% | +247.0% | -111.4% | +41.5% |
| 5Y | +107.5% | +225.5% | -117.9% | +24.1% |
| 10Y | +608.6% | +363.0% | +245.6% | +237.6% |
| All | +9,885.5% | +1,476.5% | +8,409.0% | +2,521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling