-27.0%
RKT vs NTAP
+400.6%
-427.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -7.2% | -1.0% | -6.3% | -7.0% |
| 30D | -7.9% | -7.5% | -0.4% | -5.7% |
| 3M | +5.2% | +14.6% | -9.4% | -0.2% |
| 6M | -14.9% | +91.0% | -105.9% | -34.4% |
| YTD | -31.9% | +73.7% | -105.6% | -45.8% |
| 1Y | -36.9% | +51.2% | -88.1% | -47.3% |
| 3Y | +35.7% | +146.1% | -110.4% | -14.3% |
| 5Y | -9.7% | +122.8% | -132.5% | -43.2% |
| All | -27.0% | +400.6% | -427.6% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling