+90.9%
NTR vs RNG
+42.2%
+48.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -2.5% | -9.6% | +7.1% | -1.7% |
| 30D | +17.0% | +8.8% | +8.2% | +16.2% |
| 3M | +22.2% | +78.6% | -56.4% | +16.1% |
| 6M | +5.2% | +70.3% | -65.1% | -0.2% |
| YTD | +29.7% | +140.3% | -110.7% | +18.4% |
| 1Y | +39.4% | +126.6% | -87.2% | +27.7% |
| 3Y | +38.2% | +120.2% | -82.0% | +24.2% |
| 5Y | +47.6% | -68.3% | +115.9% | +50.8% |
| All | +90.9% | +42.2% | +48.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling