+141.7%
RNG vs NTRS
+47.2%
+94.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +19.6% | +1.7% | +17.9% | +18.8% |
| 3M | +67.0% | +8.9% | +58.2% | +61.8% |
| 6M | +88.4% | +30.6% | +57.8% | +68.3% |
| YTD | +155.5% | +38.7% | +116.8% | +122.4% |
| 1Y | +141.7% | +48.1% | +93.6% | +101.5% |
| All | +141.7% | +47.2% | +94.5% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling