+90.2%
NTR vs RGEN
+354.3%
-264.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.3% | -1.4% | +0.2% | -1.1% |
| 30D | +16.8% | -0.3% | +17.1% | +16.7% |
| 3M | +20.7% | +23.9% | -3.1% | +17.2% |
| 6M | +0.5% | +38.5% | -38.0% | -4.2% |
| YTD | +29.2% | +0.8% | +28.4% | +28.0% |
| 1Y | +39.6% | +38.2% | +1.4% | +32.1% |
| 3Y | +37.9% | +1.3% | +36.6% | +32.4% |
| 5Y | +47.1% | -44.0% | +91.1% | +48.5% |
| All | +90.2% | +354.3% | -264.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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