+68.1%
NTAP vs RUN
-53.7%
+121.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -16.1% | +18.5% | -34.6% | -18.1% |
| 30D | -15.9% | +15.5% | -31.4% | -17.7% |
| 3M | -1.2% | -20.3% | +19.1% | +1.6% |
| 6M | +70.1% | -30.8% | +100.8% | +79.5% |
| YTD | +77.9% | -52.2% | +130.2% | +90.4% |
| 1Y | +68.1% | -53.9% | +122.0% | +80.1% |
| All | +68.1% | -53.7% | +121.9% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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