+62.1%
NTAP vs RRX
+15.2%
+46.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.9% | +7.7% |
| 7D | +7.4% | -0.3% | +7.7% | +7.5% |
| 30D | -1.4% | -6.1% | +4.8% | -0.1% |
| 3M | +24.6% | -23.1% | +47.6% | +30.1% |
| 6M | +105.9% | -19.5% | +125.4% | +109.7% |
| YTD | +88.5% | +16.1% | +72.5% | +65.3% |
| 1Y | +62.1% | +12.9% | +49.2% | +41.5% |
| All | +62.1% | +15.2% | +46.9% | +41.5% |
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