+5,016.4%
RTX vs NTAP
+22,264.5%
-17,248.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.0% |
| 7D | -3.2% | -5.0% | +1.8% | -2.5% |
| 30D | +5.6% | -25.8% | +31.3% | +9.6% |
| 3M | -11.7% | -6.9% | -4.8% | -11.3% |
| 6M | +12.3% | +50.0% | -37.7% | +4.7% |
| YTD | +8.2% | +66.9% | -58.7% | -1.1% |
| 1Y | +12.6% | +58.3% | -45.7% | +3.6% |
| 3Y | +152.8% | +145.1% | +7.7% | +115.3% |
| 5Y | +140.2% | +114.2% | +26.0% | +106.9% |
| 10Y | +273.8% | +576.6% | -302.8% | +172.3% |
| All | +5,016.4% | +22,264.5% | -17,248.0% | +2,141.0% |
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