+68.1%
NTAP vs RSG
+19.5%
+48.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.1% |
| 7D | -16.1% | +5.1% | -21.2% | -14.0% |
| 30D | -15.9% | +15.3% | -31.3% | -10.9% |
| 3M | -1.2% | +18.6% | -19.8% | +5.5% |
| 6M | +70.1% | +19.5% | +50.5% | +82.2% |
| YTD | +77.9% | +17.2% | +60.8% | +95.1% |
| 1Y | +68.1% | +19.6% | +48.6% | +87.1% |
| All | +68.1% | +19.5% | +48.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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