-45.7%
RDDT vs NTAP
+66.6%
-112.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.6% | +7.6% | +6.5% |
| 7D | -24.4% | -16.1% | -8.3% | -19.1% |
| 30D | -32.3% | -15.9% | -16.3% | -27.7% |
| 3M | -36.3% | -1.2% | -35.1% | -34.9% |
| 6M | -39.7% | +70.1% | -109.8% | -48.4% |
| YTD | -55.7% | +77.9% | -133.6% | -61.9% |
| 1Y | -45.7% | +68.1% | -113.9% | -49.9% |
| All | -45.7% | +66.6% | -112.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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