+124.8%
NTAP vs RNG
-70.2%
+195.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 3M | +12.3% | +78.0% | -65.7% | +0.7% |
| 6M | +85.1% | +67.0% | +18.1% | +66.6% |
| YTD | +74.8% | +142.4% | -67.7% | +45.1% |
| 1Y | +52.7% | +120.4% | -67.8% | +28.6% |
| 3Y | +147.7% | +122.1% | +25.5% | +101.3% |
| 5Y | +124.8% | -69.8% | +194.6% | +113.9% |
| All | +124.8% | -70.2% | +195.0% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling