+49.3%
RMD vs NTR
+37.3%
+12.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -4.2% | -2.5% | -1.7% | -4.0% |
| 30D | -2.1% | +17.0% | -19.1% | -3.6% |
| 3M | +13.8% | +22.2% | -8.4% | +11.4% |
| 6M | -10.6% | +5.2% | -15.8% | -11.3% |
| YTD | -8.1% | +29.7% | -37.8% | -11.7% |
| 1Y | -18.0% | +39.4% | -57.4% | -22.2% |
| All | +49.3% | +37.3% | +12.0% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling