+17,983.5%
NTAP vs RRC
+917.0%
+17,066.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | -15.1% | -10.8% | -4.2% | -13.2% |
| 30D | -28.1% | +22.3% | -50.4% | -30.9% |
| 3M | -11.4% | +26.6% | -38.1% | -15.5% |
| 6M | +52.2% | +18.9% | +33.3% | +46.5% |
| YTD | +60.4% | +39.2% | +21.2% | +49.5% |
| 1Y | +51.0% | +34.0% | +17.0% | +41.4% |
| 3Y | +135.6% | +42.0% | +93.5% | +115.4% |
| 5Y | +107.5% | +111.9% | -4.3% | +68.5% |
| 10Y | +608.6% | +62.8% | +545.8% | +406.4% |
| All | +17,983.5% | +917.0% | +17,066.5% | +8,069.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling