+569.6%
NTAP vs RY
+371.9%
+197.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | -0.8% | +3.1% | -3.9% | -3.0% |
| 30D | -0.5% | -0.3% | -0.2% | -0.3% |
| 3M | +4.1% | +8.7% | -4.6% | -2.3% |
| 6M | +88.0% | +28.5% | +59.4% | +54.9% |
| YTD | +75.6% | +25.1% | +50.5% | +47.7% |
| 1Y | +58.9% | +46.3% | +12.6% | +18.7% |
| 3Y | +153.6% | +154.9% | -1.4% | +21.6% |
| 5Y | +127.6% | +140.3% | -12.6% | +13.3% |
| All | +569.6% | +371.9% | +197.8% | +96.4% |
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