-11.4%
RKT vs NTR
+45.7%
-57.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | -1.9% | +20.7% | -22.6% | -6.5% |
| 6M | -13.0% | +0.5% | -13.5% | -13.9% |
| YTD | -31.9% | +29.2% | -61.1% | -37.6% |
| 1Y | -37.6% | +39.6% | -77.2% | -44.3% |
| 3Y | +36.8% | +37.9% | -1.1% | +20.2% |
| All | -11.4% | +45.7% | -57.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling