+169.1%
NTAP vs RSG
+57.7%
+111.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +8.5% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -1.4% | +4.0% | -5.3% | -1.4% |
| 3M | +24.6% | +7.4% | +17.2% | +24.1% |
| 6M | +105.9% | +0.1% | +105.8% | +108.0% |
| YTD | +88.5% | +6.0% | +82.5% | +88.7% |
| 1Y | +62.1% | -3.0% | +65.1% | +65.0% |
| 3Y | +169.1% | +56.5% | +112.6% | +157.7% |
| All | +169.1% | +57.7% | +111.3% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling