+589.7%
NTAP vs RY
+355.6%
+234.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.6% |
| 7D | -2.4% | -3.0% | +0.6% | 0.0% |
| 30D | -23.4% | +6.3% | -29.7% | -26.7% |
| 3M | -7.5% | -2.6% | -4.9% | -5.7% |
| 6M | +56.4% | +13.9% | +42.4% | +41.5% |
| YTD | +73.6% | +21.7% | +51.9% | +49.2% |
| 1Y | +68.4% | +40.4% | +27.9% | +29.8% |
| 3Y | +150.6% | +161.3% | -10.7% | +18.5% |
| 5Y | +122.5% | +126.5% | -4.0% | +16.4% |
| 10Y | +589.7% | +354.3% | +235.4% | +140.3% |
| All | +589.7% | +355.6% | +234.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling