+62.1%
NTAP vs RSG
-1.5%
+63.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +8.7% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -1.4% | +4.0% | -5.3% | -0.2% |
| 3M | +24.6% | +7.4% | +17.2% | +26.9% |
| 6M | +105.9% | +0.1% | +105.8% | +113.0% |
| YTD | +88.5% | +6.0% | +82.5% | +96.3% |
| 1Y | +62.1% | -3.0% | +65.1% | +69.9% |
| All | +62.1% | -1.5% | +63.6% | +69.9% |
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