+215.0%
RNG vs NTRS
+259.9%
-45.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | -6.1% | +1.4% | -7.5% | -6.7% |
| 30D | +9.6% | -0.7% | +10.3% | +9.9% |
| 3M | +83.3% | +11.3% | +72.0% | +73.6% |
| 6M | +77.9% | +35.5% | +42.4% | +52.3% |
| YTD | +139.9% | +40.6% | +99.3% | +101.2% |
| 1Y | +121.7% | +49.2% | +72.4% | +80.2% |
| 3Y | +121.9% | +167.2% | -45.4% | +33.7% |
| 5Y | -68.4% | +94.9% | -163.3% | -78.2% |
| All | +215.0% | +259.9% | -45.0% | +78.4% |
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 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