+20,069.3%
NTAP vs RRX
+1,199.3%
+18,870.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +3.3% | +4.3% | -1.0% | +1.1% |
| 30D | -0.2% | -8.0% | +7.8% | +3.9% |
| 3M | +11.4% | -22.0% | +33.4% | +22.7% |
| 6M | +88.7% | -11.9% | +100.6% | +90.1% |
| YTD | +78.9% | +17.1% | +61.8% | +53.8% |
| 1Y | +58.8% | +14.9% | +43.9% | +36.7% |
| 3Y | +153.5% | +6.9% | +146.7% | +108.6% |
| 5Y | +136.7% | +19.6% | +117.2% | +74.6% |
| 10Y | +590.2% | +215.9% | +374.2% | +177.8% |
| All | +20,069.3% | +1,199.3% | +18,870.0% | +2,695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling