+200.5%
RTX vs NTR
+103.6%
+97.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -3.1% | +3.8% | -6.9% | -4.4% |
| 30D | -10.6% | +25.2% | -35.8% | -17.5% |
| 3M | +11.6% | +21.0% | -9.4% | +3.8% |
| 6M | -4.5% | +7.6% | -12.1% | -8.4% |
| YTD | +9.6% | +32.9% | -23.3% | -3.3% |
| 1Y | +30.8% | +43.1% | -12.2% | +11.4% |
| 3Y | +152.8% | +41.6% | +111.2% | +110.2% |
| 5Y | +167.1% | +54.8% | +112.3% | +85.9% |
| All | +200.5% | +103.6% | +97.0% | +49.1% |
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