+46.5%
NTR vs RNG
-68.4%
+114.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.3% | -6.1% | +4.8% | -0.9% |
| 30D | +16.8% | +9.6% | +7.2% | +16.0% |
| 3M | +20.7% | +83.3% | -62.6% | +15.6% |
| 6M | +0.5% | +77.9% | -77.4% | -3.9% |
| YTD | +29.2% | +139.9% | -110.7% | +19.6% |
| 1Y | +39.6% | +121.7% | -82.1% | +29.9% |
| 3Y | +37.9% | +121.9% | -84.0% | +25.8% |
| All | +46.5% | -68.4% | +114.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling