+29.3%
RRX vs NTR
+36.7%
-7.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -3.4% |
| 7D | +7.6% | +4.3% | +3.3% | +7.9% |
| 30D | +7.5% | +2.6% | +4.9% | +7.8% |
| 3M | -21.0% | +8.5% | -29.6% | -20.5% |
| 6M | -18.1% | -3.3% | -14.7% | -18.2% |
| YTD | +24.3% | +19.6% | +4.7% | +20.2% |
| 1Y | +29.3% | +37.6% | -8.3% | +18.8% |
| All | +29.3% | +36.7% | -7.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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