+41.8%
NTR vs RNG
+144.7%
-103.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.6% |
| 7D | +8.1% | +5.8% | +2.3% | +8.2% |
| 30D | +18.8% | +19.6% | -0.9% | +19.2% |
| 3M | +16.2% | +67.0% | -50.8% | +17.6% |
| 6M | +9.8% | +88.4% | -78.6% | +11.9% |
| YTD | +30.9% | +155.5% | -124.6% | +33.7% |
| 1Y | +41.8% | +141.7% | -99.9% | +44.8% |
| All | +41.8% | +144.7% | -103.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling