+52.2%
NTAP vs RMBS
+16.2%
+36.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +2.2% | +3.5% | -1.3% | +1.7% |
| 30D | -7.0% | -8.6% | +1.6% | -6.0% |
| 3M | +12.3% | -40.3% | +52.6% | +19.2% |
| 6M | +85.1% | -1.0% | +86.1% | +77.7% |
| YTD | +74.8% | -4.6% | +79.4% | +67.0% |
| All | +52.2% | +16.2% | +36.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling