+173.6%
RNG vs NTRS
+37.4%
+136.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -0.9% | -3.6% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +21.1% | -6.6% | +27.8% | +22.6% |
| 6M | +56.2% | +7.1% | +49.2% | +51.6% |
| YTD | +158.8% | +27.4% | +131.4% | +136.3% |
| 1Y | +173.6% | +36.5% | +137.1% | +143.5% |
| All | +173.6% | +37.4% | +136.2% | +143.5% |
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