-27.0%
RKT vs NTRS
+179.5%
-206.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.4% |
| 7D | -7.2% | +0.3% | -7.6% | -7.4% |
| 30D | -7.9% | +0.2% | -8.0% | -8.0% |
| 3M | +5.2% | +13.2% | -8.0% | -1.4% |
| 6M | -14.9% | +36.9% | -51.8% | -27.6% |
| YTD | -31.9% | +39.1% | -71.0% | -42.5% |
| 1Y | -36.9% | +50.4% | -87.3% | -48.8% |
| 3Y | +35.7% | +166.8% | -131.1% | -19.0% |
| 5Y | -9.7% | +92.9% | -102.5% | -40.1% |
| All | -27.0% | +179.5% | -206.5% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling