+562.2%
NTAP vs RRC
+73.1%
+489.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | +7.2% | +6.4% | +0.8% | +6.2% |
| 30D | -18.4% | +23.9% | -42.3% | -21.1% |
| 3M | -11.3% | +30.2% | -41.5% | -15.1% |
| 6M | +53.8% | +26.3% | +27.5% | +47.7% |
| YTD | +72.0% | +48.1% | +23.9% | +60.8% |
| 1Y | +68.0% | +37.7% | +30.4% | +58.7% |
| 3Y | +149.5% | +60.3% | +89.2% | +128.0% |
| 5Y | +125.6% | +135.3% | -9.7% | +88.9% |
| All | +562.2% | +73.1% | +489.1% | +325.0% |
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