+19,691.7%
NTAP vs RRC
+774.6%
+18,917.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | -0.5% | +10.1% | -10.7% | -2.3% |
| 3M | +4.1% | +4.0% | +0.1% | +3.2% |
| 6M | +88.0% | +1.6% | +86.4% | +86.8% |
| YTD | +75.6% | +19.7% | +55.9% | +68.9% |
| 1Y | +58.9% | +21.4% | +37.5% | +51.9% |
| 3Y | +153.6% | +29.7% | +123.9% | +136.1% |
| 5Y | +127.6% | +153.9% | -26.2% | +78.5% |
| 10Y | +580.4% | +10.8% | +569.6% | +424.6% |
| All | +19,691.7% | +774.6% | +18,917.1% | +9,128.1% |
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