+28.3%
RDW vs NTAP
+61.4%
-33.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -3.1% | -0.8% | -2.4% | -2.7% |
| 30D | -1.8% | -0.5% | -1.2% | -1.7% |
| 3M | -50.9% | +4.1% | -54.9% | -51.8% |
| 6M | +13.5% | +88.0% | -74.5% | -30.4% |
| YTD | +38.6% | +75.6% | -37.0% | -9.4% |
| 1Y | +28.3% | +58.9% | -30.7% | -4.9% |
| All | +28.3% | +61.4% | -33.1% | -4.9% |
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