+674.1%
NTAP vs RUN
-33.9%
+708.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +7.2% | -13.5% | +20.7% | +8.8% |
| 30D | -18.4% | +18.3% | -36.7% | -20.4% |
| 3M | -11.3% | -12.5% | +1.2% | -10.7% |
| 6M | +53.8% | -40.3% | +94.1% | +60.9% |
| YTD | +72.0% | -53.1% | +125.1% | +81.8% |
| 1Y | +68.0% | -54.3% | +122.3% | +77.7% |
| 3Y | +149.5% | -6.5% | +156.0% | +111.7% |
| 5Y | +125.6% | -85.3% | +210.9% | +127.4% |
| 10Y | +583.1% | +68.9% | +514.2% | +349.8% |
| All | +674.1% | -33.9% | +708.0% | +433.4% |
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