+2.0%
RDW vs NTRS
+125.5%
-123.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.2% |
| 7D | +0.9% | +1.4% | -0.5% | -0.4% |
| 30D | -21.3% | -0.7% | -20.6% | -20.9% |
| 3M | -37.9% | +11.3% | -49.2% | -43.5% |
| 6M | +12.3% | +35.5% | -23.3% | -13.0% |
| YTD | +39.7% | +40.6% | -0.9% | +7.1% |
| 1Y | +25.7% | +49.2% | -23.5% | -7.4% |
| 3Y | +230.8% | +167.2% | +63.6% | +67.1% |
| 5Y | -8.8% | +94.9% | -103.7% | -46.1% |
| All | +2.0% | +125.5% | -123.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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