+149.4%
NTAP vs RRX
+3.6%
+145.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.6% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -7.0% | -8.0% | +0.9% | -4.9% |
| 3M | +12.3% | -25.1% | +37.4% | +20.0% |
| 6M | +85.1% | -18.3% | +103.4% | +89.9% |
| YTD | +74.8% | +14.2% | +60.6% | +59.6% |
| 1Y | +52.7% | +13.0% | +39.6% | +39.3% |
| All | +149.4% | +3.6% | +145.8% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling