+149.4%
NTAP vs RNG
+122.1%
+27.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +2.2% | -4.1% | +6.2% | +2.9% |
| 30D | -7.0% | +8.6% | -15.7% | -8.6% |
| 3M | +12.3% | +78.0% | -65.7% | +0.2% |
| 6M | +85.1% | +67.0% | +18.1% | +65.9% |
| YTD | +74.8% | +142.4% | -67.7% | +43.1% |
| 1Y | +52.7% | +120.4% | -67.8% | +27.1% |
| All | +149.4% | +122.1% | +27.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling