+147.2%
RSP vs NTR
+103.6%
+43.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.5% |
| 7D | -0.4% | +3.8% | -4.2% | -1.5% |
| 30D | -1.5% | +25.2% | -26.8% | -7.9% |
| 3M | +4.8% | +21.0% | -16.2% | -1.3% |
| 6M | +10.3% | +7.6% | +2.7% | +6.7% |
| YTD | +14.1% | +32.9% | -18.8% | +2.9% |
| 1Y | +17.0% | +43.1% | -26.0% | +2.6% |
| 3Y | +54.2% | +41.6% | +12.6% | +32.8% |
| 5Y | +51.5% | +54.8% | -3.3% | +14.3% |
| All | +147.2% | +103.6% | +43.6% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling