+811.8%
NTRS vs RBA
+3,468.6%
-2,656.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | -1.2% | -13.0% | +11.7% | +3.0% |
| 3M | +8.8% | -23.1% | +31.9% | +17.0% |
| 6M | +34.7% | -22.6% | +57.3% | +44.2% |
| YTD | +37.2% | -20.4% | +57.6% | +45.2% |
| 1Y | +46.3% | -29.6% | +75.9% | +60.9% |
| 3Y | +163.2% | +26.6% | +136.7% | +136.9% |
| 5Y | +86.9% | +38.2% | +48.8% | +58.8% |
| 10Y | +250.9% | +194.7% | +56.2% | +121.4% |
| All | +811.8% | +3,468.6% | -2,656.8% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling