+10,828.8%
NTAP vs RL
+1,366.2%
+9,462.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -0.5% | -7.8% | +7.2% | +2.4% |
| 3M | +4.1% | -4.0% | +8.1% | +5.0% |
| 6M | +88.0% | -1.9% | +89.8% | +86.1% |
| YTD | +75.6% | -0.2% | +75.7% | +72.3% |
| 1Y | +58.9% | +10.7% | +48.2% | +49.6% |
| 3Y | +153.6% | +210.8% | -57.2% | +58.7% |
| 5Y | +127.6% | +238.2% | -110.6% | +33.7% |
| 10Y | +580.4% | +313.4% | +267.0% | +238.4% |
| All | +10,828.8% | +1,366.2% | +9,462.6% | +2,852.9% |
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 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