+95.6%
NTR vs RRC
+152.0%
-56.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +3.8% | -1.2% | +5.1% | +4.1% |
| 30D | +25.2% | +9.4% | +15.8% | +22.9% |
| 3M | +21.0% | +7.4% | +13.6% | +19.1% |
| 6M | +7.6% | +1.5% | +6.1% | +7.1% |
| YTD | +32.9% | +19.4% | +13.5% | +27.7% |
| 1Y | +43.1% | +24.2% | +18.8% | +35.9% |
| 3Y | +41.6% | +32.8% | +8.8% | +30.2% |
| 5Y | +54.8% | +152.9% | -98.1% | +22.7% |
| All | +95.6% | +152.0% | -56.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling