+122.8%
NTAP vs RRX
+14.8%
+108.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -1.0% | -3.7% | +2.8% | +0.2% |
| 30D | -7.5% | -9.3% | +1.8% | -4.6% |
| 3M | +14.6% | -21.8% | +36.4% | +21.9% |
| 6M | +91.0% | -22.0% | +113.0% | +100.1% |
| YTD | +73.7% | +11.9% | +61.7% | +58.4% |
| 1Y | +51.2% | +11.6% | +39.6% | +37.4% |
| 3Y | +146.1% | +2.2% | +144.0% | +120.8% |
| 5Y | +122.8% | +14.9% | +108.0% | +89.2% |
| All | +122.8% | +14.8% | +108.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling