-1.4%
RMD vs NTR
+36.7%
-38.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +6.0% |
| 7D | -3.9% | +4.3% | -8.2% | -3.8% |
| 30D | +7.9% | +2.6% | +5.3% | +7.9% |
| 3M | +8.1% | +8.5% | -0.4% | +8.1% |
| 6M | +15.5% | -3.3% | +18.9% | +15.6% |
| YTD | +0.7% | +19.6% | -18.9% | -1.2% |
| 1Y | -1.4% | +37.6% | -39.0% | -3.5% |
| All | -1.4% | +36.7% | -38.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling