+3,860.3%
RRX vs NTRS
+7,800.3%
-3,940.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | -6.1% | -0.7% | -5.5% | -5.9% |
| 3M | -23.1% | +11.3% | -34.4% | -26.7% |
| 6M | -19.5% | +35.5% | -55.1% | -29.4% |
| YTD | +16.1% | +40.6% | -24.5% | +0.1% |
| 1Y | +12.9% | +49.2% | -36.3% | -5.0% |
| 3Y | +7.9% | +167.2% | -159.3% | -28.8% |
| 5Y | +19.1% | +94.9% | -75.8% | -11.7% |
| 10Y | +225.8% | +259.5% | -33.6% | +89.2% |
| All | +3,860.3% | +7,800.3% | -3,940.1% | +1,299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling