+2.0%
RDW vs NTAP
+245.8%
-243.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.5% | -10.8% | -7.5% |
| 7D | +0.9% | +7.4% | -6.5% | -3.8% |
| 30D | -21.3% | -1.4% | -19.9% | -20.9% |
| 3M | -37.9% | +24.6% | -62.4% | -46.2% |
| 6M | +12.3% | +105.9% | -93.6% | -32.1% |
| YTD | +39.7% | +88.5% | -48.8% | -10.9% |
| 1Y | +25.7% | +62.1% | -36.4% | -11.2% |
| 3Y | +230.8% | +169.1% | +61.8% | +70.2% |
| 5Y | -8.8% | +141.9% | -150.6% | -53.8% |
| All | +2.0% | +245.8% | -243.8% | -51.4% |
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