+589.7%
NTAP vs RRC
+72.2%
+517.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -23.4% | +25.2% | -48.6% | -26.1% |
| 3M | -7.5% | +27.8% | -35.3% | -11.2% |
| 6M | +56.4% | +27.2% | +29.1% | +50.0% |
| YTD | +73.6% | +48.2% | +25.5% | +62.3% |
| 1Y | +68.4% | +34.7% | +33.7% | +59.5% |
| 3Y | +150.6% | +62.2% | +88.3% | +128.5% |
| 5Y | +122.5% | +130.9% | -8.4% | +86.7% |
| 10Y | +589.7% | +73.4% | +516.3% | +350.1% |
| All | +589.7% | +72.2% | +517.5% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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