+625.8%
NTAP vs RRX
+228.4%
+397.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.9% | +7.1% |
| 7D | +7.4% | -0.3% | +7.7% | +7.6% |
| 30D | -1.4% | -6.1% | +4.8% | +1.2% |
| 3M | +24.6% | -23.1% | +47.6% | +35.9% |
| 6M | +105.9% | -19.5% | +125.4% | +115.8% |
| YTD | +88.5% | +16.1% | +72.5% | +66.2% |
| 1Y | +62.1% | +12.9% | +49.2% | +43.8% |
| 3Y | +169.1% | +7.9% | +161.1% | +128.0% |
| 5Y | +141.9% | +19.1% | +122.8% | +86.1% |
| All | +625.8% | +228.4% | +397.4% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling