+9,897.5%
NTAP vs RMBS
+1,284.9%
+8,612.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.7% |
| 7D | +7.2% | +10.3% | -3.1% | +4.4% |
| 30D | -18.4% | -10.7% | -7.6% | -16.0% |
| 3M | -11.3% | -17.2% | +5.9% | -7.4% |
| 6M | +53.8% | -39.0% | +92.8% | +70.0% |
| YTD | +72.0% | -10.5% | +82.5% | +64.3% |
| 1Y | +68.0% | -11.0% | +79.0% | +60.2% |
| 3Y | +149.5% | +31.3% | +118.1% | +99.3% |
| 5Y | +125.6% | +242.8% | -117.2% | +34.3% |
| 10Y | +583.1% | +536.9% | +46.2% | +234.1% |
| All | +9,897.5% | +1,284.9% | +8,612.5% | +1,836.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling