+11.5%
RRX vs NTRS
+47.2%
-35.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.4% | +0.4% | +3.1% | +3.2% |
| 30D | -11.1% | +1.7% | -12.8% | -12.3% |
| 3M | -23.7% | +8.9% | -32.6% | -28.6% |
| 6M | -22.0% | +30.6% | -52.6% | -36.3% |
| YTD | +16.5% | +38.7% | -22.2% | -11.1% |
| 1Y | +11.5% | +48.1% | -36.6% | -20.4% |
| All | +11.5% | +47.2% | -35.7% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling