+47.6%
NTR vs RRC
+150.0%
-102.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | +17.0% | +3.0% | +14.1% | +16.0% |
| 3M | +22.2% | +7.3% | +14.9% | +19.5% |
| 6M | +5.2% | +3.6% | +1.6% | +3.8% |
| YTD | +29.7% | +19.4% | +10.3% | +22.6% |
| 1Y | +39.4% | +21.4% | +18.0% | +30.4% |
| 3Y | +38.2% | +32.8% | +5.4% | +22.0% |
| 5Y | +47.6% | +152.0% | -104.4% | +6.6% |
| All | +47.6% | +150.0% | -102.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling