+90.2%
NTR vs RRC
+148.2%
-58.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +16.8% | +2.7% | +14.1% | +16.1% |
| 3M | +20.7% | +8.8% | +11.9% | +18.5% |
| 6M | +0.5% | -1.2% | +1.7% | +0.6% |
| YTD | +29.2% | +17.6% | +11.6% | +24.5% |
| 1Y | +39.6% | +18.4% | +21.2% | +33.9% |
| 3Y | +37.9% | +33.1% | +4.8% | +26.8% |
| 5Y | +47.1% | +148.2% | -101.1% | +17.0% |
| All | +90.2% | +148.2% | -58.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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