-37.6%
RKT vs NTRS
+51.4%
-89.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | -6.3% | +1.4% | -7.6% | -6.8% |
| 30D | -6.2% | -0.7% | -5.5% | -6.0% |
| 3M | -1.9% | +11.3% | -13.2% | -7.4% |
| 6M | -13.0% | +35.5% | -48.5% | -27.3% |
| YTD | -31.9% | +40.6% | -72.5% | -44.6% |
| 1Y | -37.6% | +49.2% | -86.8% | -51.6% |
| All | -37.6% | +51.4% | -89.0% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling