+181.8%
RMD vs NTR
+103.6%
+78.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -4.5% | +3.8% | -8.3% | -5.2% |
| 30D | +4.6% | +25.2% | -20.6% | 0.0% |
| 3M | +14.8% | +21.0% | -6.2% | +10.2% |
| 6M | -12.1% | +7.6% | -19.7% | -14.0% |
| YTD | -7.5% | +32.9% | -40.3% | -13.8% |
| 1Y | -20.1% | +43.1% | -63.1% | -26.9% |
| 3Y | +53.9% | +41.6% | +12.3% | +39.0% |
| 5Y | -22.2% | +54.8% | -77.0% | -35.2% |
| All | +181.8% | +103.6% | +78.2% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling