+198.8%
RTX vs NTR
+97.9%
+100.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -1.5% | -1.3% | -0.3% | -1.1% |
| 30D | -11.0% | +16.8% | -27.7% | -15.9% |
| 3M | +7.7% | +20.7% | -13.1% | +0.2% |
| 6M | -3.9% | +0.5% | -4.4% | -5.5% |
| YTD | +9.0% | +29.2% | -20.2% | -3.0% |
| 1Y | +27.3% | +39.6% | -12.3% | +9.2% |
| 3Y | +172.9% | +37.9% | +135.0% | +128.9% |
| 5Y | +165.2% | +47.1% | +118.1% | +89.0% |
| All | +198.8% | +97.9% | +100.9% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling