+204.4%
RSP vs NTAP
+583.2%
-378.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -0.4% | +3.3% | -3.7% | -1.4% |
| 30D | -1.5% | -0.2% | -1.3% | -1.7% |
| 3M | +4.8% | +11.4% | -6.6% | +0.8% |
| 6M | +10.3% | +88.7% | -78.4% | -11.7% |
| YTD | +14.1% | +78.9% | -64.9% | -7.5% |
| 1Y | +17.0% | +58.8% | -41.8% | -1.6% |
| 3Y | +54.2% | +153.5% | -99.4% | +6.0% |
| 5Y | +51.5% | +136.7% | -85.2% | +4.6% |
| 10Y | +204.4% | +590.2% | -385.8% | +42.8% |
| All | +204.4% | +583.2% | -378.8% | +42.8% |
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 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