+7.9%
RRX vs NTR
+36.8%
-28.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | -6.1% | +16.8% | -22.9% | -9.7% |
| 3M | -23.1% | +20.7% | -43.8% | -27.0% |
| 6M | -19.5% | +0.5% | -20.1% | -20.2% |
| YTD | +16.1% | +29.2% | -13.1% | +4.7% |
| 1Y | +12.9% | +39.6% | -26.7% | -1.6% |
| 3Y | +7.9% | +37.9% | -29.9% | -9.9% |
| All | +7.9% | +36.8% | -28.8% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling