+5,133.2%
RTX vs NTAP
+23,420.6%
-18,287.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -9.4% | -0.5% | -8.8% | -9.3% |
| 3M | +12.3% | +4.1% | +8.2% | +11.3% |
| 6M | -3.1% | +88.0% | -91.1% | -12.2% |
| YTD | +10.7% | +75.6% | -64.9% | +1.0% |
| 1Y | +28.4% | +58.9% | -30.5% | +18.7% |
| 3Y | +147.1% | +153.6% | -6.5% | +110.5% |
| 5Y | +167.2% | +127.6% | +39.6% | +129.3% |
| 10Y | +274.7% | +580.4% | -305.7% | +173.8% |
| All | +5,133.2% | +23,420.6% | -18,287.4% | +2,187.7% |
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