+178.2%
RMD vs NTR
+97.9%
+80.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -3.1% | +16.8% | -19.9% | -6.2% |
| 3M | +13.8% | +20.7% | -7.0% | +9.3% |
| 6M | -8.6% | +0.5% | -9.1% | -9.3% |
| YTD | -8.6% | +29.2% | -37.8% | -14.4% |
| 1Y | -19.7% | +39.6% | -59.3% | -26.2% |
| 3Y | +48.4% | +37.9% | +10.5% | +34.7% |
| 5Y | -22.7% | +47.1% | -69.8% | -34.8% |
| All | +178.2% | +97.9% | +80.3% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling