+17.4%
RRX vs NTRS
+37.4%
-20.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.7% | -3.8% | -4.8% |
| 7D | -2.0% | -0.9% | -1.1% | -1.2% |
| 30D | -3.6% | +1.1% | -4.8% | -4.2% |
| 3M | -12.3% | -6.6% | -5.7% | -7.9% |
| 6M | -27.5% | +7.1% | -34.6% | -31.0% |
| YTD | +14.9% | +27.4% | -12.5% | -7.8% |
| 1Y | +17.4% | +36.5% | -19.1% | -12.8% |
| All | +17.4% | +37.4% | -20.0% | -12.8% |
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