+255.5%
NTRS vs RRC
+4.9%
+250.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -0.7% | +2.7% | -3.3% | -1.1% |
| 3M | +11.3% | +8.8% | +2.5% | +9.4% |
| 6M | +35.5% | -1.2% | +36.7% | +35.1% |
| YTD | +40.6% | +17.6% | +23.0% | +35.5% |
| 1Y | +49.2% | +18.4% | +30.8% | +43.1% |
| 3Y | +167.2% | +33.1% | +134.1% | +147.1% |
| 5Y | +94.9% | +148.2% | -53.2% | +54.7% |
| All | +255.5% | +4.9% | +250.6% | +138.5% |
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