-20.9%
RMD vs NTRS
+93.2%
-114.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 6M | -8.6% | +35.5% | -44.1% | -16.8% |
| YTD | -8.6% | +40.6% | -49.2% | -17.9% |
| 1Y | -19.7% | +49.2% | -68.9% | -29.2% |
| 3Y | +48.4% | +167.2% | -118.8% | +7.4% |
| All | -20.9% | +93.2% | -114.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling