+68.1%
NTAP vs RNG
+179.4%
-111.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -16.1% | -9.6% | -6.5% | -14.9% |
| 30D | -15.9% | -1.4% | -14.6% | -15.7% |
| 3M | -1.2% | +28.8% | -30.0% | -4.6% |
| 6M | +70.1% | +65.6% | +4.5% | +57.5% |
| YTD | +77.9% | +171.4% | -93.5% | +47.8% |
| 1Y | +68.1% | +185.3% | -117.2% | +31.1% |
| All | +68.1% | +179.4% | -111.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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