+572.8%
NTAP vs RMBS
+571.6%
+1.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +2.2% | +3.5% | -1.3% | +1.1% |
| 30D | -7.0% | -8.6% | +1.6% | -4.6% |
| 3M | +12.3% | -40.3% | +52.6% | +29.3% |
| 6M | +85.1% | -1.0% | +86.1% | +71.6% |
| YTD | +74.8% | -4.6% | +79.4% | +60.3% |
| 1Y | +52.7% | +17.6% | +35.1% | +25.8% |
| 3Y | +147.7% | +58.6% | +89.0% | +64.5% |
| 5Y | +124.8% | +270.9% | -146.1% | -3.9% |
| All | +572.8% | +571.6% | +1.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling