-24.1%
RKT vs NTAP
+395.7%
-419.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -9.0% | +7.2% | -16.2% | -10.8% |
| 30D | +30.2% | -18.4% | +48.6% | +36.7% |
| 3M | -8.8% | -11.3% | +2.5% | -7.6% |
| 6M | -0.9% | +53.8% | -54.7% | -19.0% |
| YTD | -29.2% | +72.0% | -101.2% | -44.8% |
| 1Y | -20.1% | +68.0% | -88.1% | -37.1% |
| 3Y | +81.3% | +149.5% | -68.2% | +10.6% |
| 5Y | -6.6% | +125.6% | -132.2% | -42.7% |
| All | -24.1% | +395.7% | -419.8% | -66.6% |
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