+280.7%
RNG vs NTRS
+379.9%
-99.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +73.0% |
| 6M | +77.9% | +35.5% | +42.4% | +50.8% |
| YTD | +139.9% | +40.6% | +99.3% | +99.1% |
| 1Y | +121.7% | +49.2% | +72.4% | +77.9% |
| 3Y | +121.9% | +167.2% | -45.4% | +29.4% |
| 5Y | -68.4% | +94.9% | -163.3% | -78.5% |
| 10Y | +220.0% | +259.5% | -39.4% | +40.6% |
| All | +280.7% | +379.9% | -99.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling