+133.4%
RRX vs NTR
+98.7%
+34.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.0% |
| 7D | -3.7% | -2.5% | -1.3% | -2.8% |
| 30D | -9.3% | +17.0% | -26.3% | -15.0% |
| 3M | -21.8% | +22.2% | -44.0% | -28.4% |
| 6M | -22.0% | +5.2% | -27.2% | -24.9% |
| YTD | +11.9% | +29.7% | -17.7% | -2.4% |
| 1Y | +11.6% | +39.4% | -27.8% | -6.4% |
| 3Y | +2.2% | +38.2% | -36.0% | -15.9% |
| 5Y | +14.9% | +47.6% | -32.7% | -18.5% |
| All | +133.4% | +98.7% | +34.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling