+1,994.8%
RSG vs NTRS
+794.7%
+1,200.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | +4.0% | -0.7% | +4.6% | +4.1% |
| 3M | +7.4% | +11.3% | -3.9% | +4.1% |
| 6M | +0.1% | +35.5% | -35.4% | -8.4% |
| YTD | +6.0% | +40.6% | -34.6% | -4.2% |
| 1Y | -3.0% | +49.2% | -52.2% | -14.0% |
| 3Y | +56.5% | +167.2% | -110.7% | +15.4% |
| 5Y | +90.9% | +94.9% | -4.0% | +50.0% |
| 10Y | +428.7% | +259.5% | +169.3% | +234.4% |
| All | +1,994.8% | +794.7% | +1,200.1% | +694.1% |
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