+95.6%
NTR vs RGEN
+363.5%
-267.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +25.2% | +2.8% | +22.4% | +24.7% |
| 3M | +21.0% | +34.5% | -13.5% | +16.3% |
| 6M | +7.6% | +40.5% | -32.9% | +2.3% |
| YTD | +32.9% | +2.8% | +30.0% | +31.3% |
| 1Y | +43.1% | +39.6% | +3.4% | +35.2% |
| 3Y | +41.6% | +4.4% | +37.2% | +35.5% |
| 5Y | +54.8% | -42.8% | +97.5% | +55.9% |
| All | +95.6% | +363.5% | -267.9% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling