+143.4%
NTAP vs RMBS
+265.4%
-122.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +8.1% |
| 7D | +7.4% | +1.8% | +5.6% | +6.9% |
| 30D | -1.4% | -13.9% | +12.5% | +2.4% |
| 3M | +24.6% | -39.8% | +64.4% | +40.0% |
| 6M | +105.9% | -6.0% | +111.9% | +95.9% |
| YTD | +88.5% | -5.4% | +93.9% | +75.4% |
| 1Y | +62.1% | -1.8% | +63.9% | +45.8% |
| 3Y | +169.1% | +53.7% | +115.4% | +90.5% |
| All | +143.4% | +265.4% | -122.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling