+267.4%
RTX vs NTAP
+583.1%
-315.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | +4.8% | +7.2% | -2.4% | +2.9% |
| 30D | +6.5% | -18.4% | +24.9% | +11.4% |
| 3M | -9.6% | -11.3% | +1.7% | -7.9% |
| 6M | +12.3% | +53.8% | -41.4% | -3.5% |
| YTD | +9.5% | +72.0% | -62.5% | -9.8% |
| 1Y | +15.8% | +68.0% | -52.2% | -4.0% |
| 3Y | +157.0% | +149.5% | +7.5% | +76.9% |
| 5Y | +148.8% | +125.6% | +23.2% | +73.5% |
| All | +267.4% | +583.1% | -315.7% | +79.3% |
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