-9.7%
RKT vs NTAP
+129.9%
-139.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.7% |
| 30D | -2.4% | -7.0% | +4.6% | -0.1% |
| 3M | +1.9% | +12.3% | -10.4% | -3.0% |
| 6M | -13.9% | +85.1% | -99.0% | -34.4% |
| YTD | -30.6% | +74.8% | -105.4% | -46.1% |
| 1Y | -34.4% | +52.7% | -87.0% | -46.2% |
| 3Y | +38.2% | +147.7% | -109.5% | -20.9% |
| 5Y | -9.7% | +124.8% | -134.4% | -48.8% |
| All | -9.7% | +129.9% | -139.6% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling