-27.1%
RKT vs NTR
+164.7%
-191.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.3% | -1.3% | -5.0% | -6.0% |
| 30D | -6.2% | +16.8% | -23.0% | -9.3% |
| 3M | -1.9% | +20.7% | -22.6% | -6.1% |
| 6M | -13.0% | +0.5% | -13.5% | -13.8% |
| YTD | -31.9% | +29.2% | -61.1% | -37.0% |
| 1Y | -37.6% | +39.6% | -77.2% | -43.6% |
| 3Y | +36.8% | +37.9% | -1.1% | +21.9% |
| 5Y | -9.7% | +47.1% | -56.8% | -20.3% |
| All | -27.1% | +164.7% | -191.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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