+625.8%
NTAP vs RSG
+428.9%
+196.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +8.2% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -1.4% | +4.0% | -5.3% | -3.2% |
| 3M | +24.6% | +7.4% | +17.2% | +19.6% |
| 6M | +105.9% | +0.1% | +105.8% | +103.6% |
| YTD | +88.5% | +6.0% | +82.5% | +80.9% |
| 1Y | +62.1% | -3.0% | +65.1% | +62.5% |
| 3Y | +169.1% | +56.5% | +112.6% | +98.9% |
| 5Y | +141.9% | +90.9% | +50.9% | +53.1% |
| All | +625.8% | +428.9% | +196.8% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling