+694.2%
NTAP vs RUN
-34.8%
+729.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.3% |
| 7D | +9.9% | -13.7% | +23.5% | +11.5% |
| 30D | -22.1% | +9.4% | -31.5% | -23.4% |
| 3M | -7.7% | -13.4% | +5.7% | -7.0% |
| 6M | +60.9% | -39.6% | +100.5% | +68.2% |
| YTD | +76.4% | -53.7% | +130.1% | +86.8% |
| 1Y | +69.3% | -56.2% | +125.5% | +79.9% |
| 3Y | +154.6% | -9.7% | +164.4% | +117.0% |
| 5Y | +131.4% | -85.5% | +216.9% | +133.7% |
| 10Y | +600.9% | +66.7% | +534.1% | +362.1% |
| All | +694.2% | -34.8% | +729.0% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling