+68.1%
NTAP vs RRX
+30.0%
+38.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.8% |
| 7D | -16.1% | +7.6% | -23.7% | -17.6% |
| 30D | -15.9% | +7.5% | -23.5% | -17.4% |
| 3M | -1.2% | -21.0% | +19.8% | +2.3% |
| 6M | +70.1% | -18.1% | +88.2% | +73.1% |
| YTD | +77.9% | +24.3% | +53.7% | +50.8% |
| 1Y | +68.1% | +29.3% | +38.8% | +39.7% |
| All | +68.1% | +30.0% | +38.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling