+25.7%
RDW vs NTAP
+63.1%
-37.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.5% | -10.8% | -6.7% |
| 7D | +0.9% | +7.4% | -6.5% | -3.1% |
| 30D | -21.3% | -1.4% | -19.9% | -20.8% |
| 3M | -37.9% | +24.6% | -62.4% | -45.0% |
| 6M | +12.3% | +105.9% | -93.6% | -35.2% |
| YTD | +39.7% | +88.5% | -48.8% | -12.5% |
| 1Y | +25.7% | +62.1% | -36.4% | -12.7% |
| All | +25.7% | +63.1% | -37.4% | -12.7% |
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