+1,115.0%
RSP vs NTRS
+805.2%
+309.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -0.4% | +1.7% | -2.1% | -1.2% |
| 30D | -1.5% | +0.1% | -1.7% | -1.7% |
| 3M | +4.8% | +9.8% | -5.0% | +0.1% |
| 6M | +10.3% | +34.7% | -24.4% | -4.6% |
| YTD | +14.1% | +37.4% | -23.3% | -2.6% |
| 1Y | +17.0% | +48.2% | -31.1% | -3.8% |
| 3Y | +54.2% | +163.5% | -109.3% | -5.5% |
| 5Y | +51.5% | +88.2% | -36.7% | +5.3% |
| 10Y | +204.4% | +246.8% | -42.4% | +50.1% |
| All | +1,115.0% | +805.2% | +309.9% | +213.7% |
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