+135.6%
NTAP vs RRC
+36.3%
+99.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | -15.1% | -10.8% | -4.2% | -13.0% |
| 30D | -28.1% | +22.3% | -50.4% | -31.1% |
| 3M | -11.4% | +26.6% | -38.1% | -16.1% |
| 6M | +52.2% | +18.9% | +33.3% | +46.0% |
| YTD | +60.4% | +39.2% | +21.2% | +47.6% |
| 1Y | +51.0% | +34.0% | +17.0% | +39.7% |
| 3Y | +135.6% | +42.0% | +93.5% | +116.6% |
| All | +135.6% | +36.3% | +99.3% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling