+625.8%
NTAP vs RNG
+222.9%
+402.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +7.4% | -6.1% | +13.5% | +8.5% |
| 30D | -1.4% | +9.6% | -11.0% | -3.1% |
| 3M | +24.6% | +83.3% | -58.8% | +11.1% |
| 6M | +105.9% | +77.9% | +27.9% | +83.4% |
| YTD | +88.5% | +139.9% | -51.4% | +57.1% |
| 1Y | +62.1% | +121.7% | -59.6% | +36.6% |
| 3Y | +169.1% | +121.9% | +47.2% | +119.5% |
| 5Y | +141.9% | -68.4% | +210.2% | +149.8% |
| All | +625.8% | +222.9% | +402.9% | +320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling