+92.9%
NTRS vs RBA
+39.4%
+53.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.7% | -2.9% | +2.3% | 0.0% |
| 3M | +11.3% | -20.9% | +32.2% | +17.4% |
| 6M | +35.5% | -17.7% | +53.2% | +41.0% |
| YTD | +40.6% | -18.2% | +58.8% | +46.1% |
| 1Y | +49.2% | -29.1% | +78.3% | +61.5% |
| 3Y | +167.2% | +29.5% | +137.7% | +144.2% |
| All | +92.9% | +39.4% | +53.6% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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