+136.7%
NTAP vs RRC
+153.5%
-16.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | -0.2% | +9.4% | -9.6% | -1.8% |
| 3M | +11.4% | +7.4% | +4.0% | +9.8% |
| 6M | +88.7% | +1.5% | +87.2% | +87.6% |
| YTD | +78.9% | +19.4% | +59.5% | +72.3% |
| 1Y | +58.8% | +24.2% | +34.6% | +51.2% |
| 3Y | +153.5% | +32.8% | +120.8% | +136.2% |
| 5Y | +136.7% | +152.9% | -16.2% | +93.5% |
| All | +136.7% | +153.5% | -16.8% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling