+268.6%
RTX vs NTAP
+575.4%
-306.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | -1.7% | -7.8% | +6.0% | +0.2% |
| 30D | +7.7% | -25.8% | +33.5% | +15.3% |
| 3M | -10.3% | -11.2% | +0.9% | -8.7% |
| 6M | +14.6% | +49.9% | -35.3% | -0.9% |
| YTD | +10.4% | +66.9% | -56.5% | -8.3% |
| 1Y | +13.5% | +58.8% | -45.3% | -4.4% |
| 3Y | +158.6% | +140.8% | +17.8% | +79.9% |
| 5Y | +147.3% | +115.0% | +32.3% | +75.1% |
| 10Y | +268.6% | +570.8% | -302.1% | +82.9% |
| All | +268.6% | +575.4% | -306.8% | +82.9% |
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