-11.4%
RKT vs NTRS
+93.2%
-104.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.7% |
| 7D | -6.3% | +1.4% | -7.6% | -7.0% |
| 30D | -6.2% | -0.7% | -5.5% | -5.9% |
| 3M | -1.9% | +11.3% | -13.2% | -8.5% |
| 6M | -13.0% | +35.5% | -48.5% | -28.2% |
| YTD | -31.9% | +40.6% | -72.5% | -45.1% |
| 1Y | -37.6% | +49.2% | -86.8% | -51.6% |
| 3Y | +36.8% | +167.2% | -130.4% | -29.7% |
| All | -11.4% | +93.2% | -104.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling