+51.5%
RSP vs NTR
+48.6%
+2.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -2.5% | +21.7% | -24.3% | -5.8% |
| 3M | +3.0% | +22.8% | -19.8% | -0.8% |
| 6M | +8.9% | +8.2% | +0.7% | +6.8% |
| YTD | +13.0% | +32.9% | -20.0% | +6.2% |
| 1Y | +16.2% | +45.3% | -29.1% | +7.0% |
| 3Y | +52.7% | +41.7% | +11.0% | +39.3% |
| All | +51.5% | +48.6% | +2.8% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling