+271.5%
RMD vs NTRS
+259.9%
+11.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | -3.1% | -0.7% | -2.5% | -3.0% |
| 3M | +13.8% | +11.3% | +2.5% | +9.7% |
| 6M | -8.6% | +35.5% | -44.1% | -17.6% |
| YTD | -8.6% | +40.6% | -49.2% | -18.8% |
| 1Y | -19.7% | +49.2% | -68.9% | -30.2% |
| 3Y | +48.4% | +167.2% | -118.8% | +3.9% |
| 5Y | -22.7% | +94.9% | -117.7% | -41.1% |
| All | +271.5% | +259.9% | +11.5% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling