+190.3%
RDDT vs NTAP
+84.2%
+106.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.8% |
| 7D | -7.4% | +2.2% | -9.6% | -8.4% |
| 30D | -7.7% | -7.0% | -0.7% | -4.5% |
| 3M | -17.8% | +12.3% | -30.1% | -23.1% |
| 6M | +5.5% | +85.1% | -79.7% | -28.3% |
| YTD | -36.3% | +74.8% | -111.1% | -55.4% |
| 1Y | -39.0% | +52.7% | -91.7% | -53.0% |
| All | +190.3% | +84.2% | +106.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling