+127.9%
NTAP vs RRX
+9.8%
+118.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.8% |
| 7D | +7.2% | +4.3% | +2.9% | +5.7% |
| 30D | -18.4% | +12.3% | -30.7% | -21.5% |
| 3M | -11.3% | +3.7% | -15.0% | -12.4% |
| 6M | +53.8% | -13.9% | +67.7% | +58.1% |
| YTD | +72.0% | +26.5% | +45.5% | +50.3% |
| 1Y | +68.0% | +29.3% | +38.7% | +45.5% |
| 3Y | +149.5% | +65.6% | +83.9% | +86.8% |
| All | +127.9% | +9.8% | +118.1% | +93.0% |
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