+1,127.7%
RSP vs NTAP
+1,792.4%
-664.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -0.3% | -0.5% | +0.2% | -0.4% |
| 3M | +4.3% | +4.1% | +0.2% | +2.3% |
| 6M | +8.8% | +88.0% | -79.1% | -12.6% |
| YTD | +15.3% | +75.6% | -60.3% | -5.8% |
| 1Y | +18.3% | +58.9% | -40.6% | -0.5% |
| 3Y | +52.8% | +153.6% | -100.8% | +7.0% |
| 5Y | +51.7% | +127.6% | -75.9% | +8.4% |
| 10Y | +208.5% | +580.4% | -371.9% | +45.7% |
| All | +1,127.7% | +1,792.4% | -664.7% | +273.2% |
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 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