+205.8%
RSP vs NTRS
+259.9%
-54.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.9% | +1.4% | -3.3% | -2.5% |
| 30D | -2.8% | -0.7% | -2.2% | -2.6% |
| 3M | +2.8% | +11.3% | -8.5% | -2.3% |
| 6M | +10.2% | +35.5% | -25.3% | -4.6% |
| YTD | +13.1% | +40.6% | -27.5% | -4.1% |
| 1Y | +14.8% | +49.2% | -34.4% | -5.6% |
| 3Y | +52.6% | +167.2% | -114.6% | -6.8% |
| 5Y | +51.6% | +94.9% | -43.3% | +4.5% |
| All | +205.8% | +259.9% | -54.1% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling