+589.7%
NTAP vs RRC
+4.5%
+585.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | -7.0% | +3.6% | -10.6% | -7.6% |
| 3M | +12.3% | +8.8% | +3.5% | +10.7% |
| 6M | +85.1% | +0.8% | +84.3% | +84.4% |
| YTD | +74.8% | +19.0% | +55.8% | +69.4% |
| 1Y | +52.7% | +22.9% | +29.8% | +46.8% |
| 3Y | +147.7% | +32.3% | +115.3% | +133.2% |
| 5Y | +124.8% | +151.6% | -26.8% | +86.3% |
| 10Y | +589.7% | +5.5% | +584.2% | +409.6% |
| All | +589.7% | +4.5% | +585.2% | +409.6% |
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