-23.6%
RKT vs NTR
+172.3%
-195.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +6.0% | +3.8% | +2.1% | +5.2% |
| 30D | +0.7% | +25.2% | -24.6% | -4.0% |
| 3M | +11.8% | +21.0% | -9.2% | +7.0% |
| 6M | -7.6% | +7.6% | -15.2% | -10.0% |
| YTD | -28.7% | +32.9% | -61.5% | -34.4% |
| 1Y | -32.6% | +43.1% | -75.6% | -39.4% |
| 3Y | +42.1% | +41.6% | +0.5% | +25.9% |
| 5Y | -7.2% | +54.8% | -61.9% | -18.6% |
| All | -23.6% | +172.3% | -195.8% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling