+10,128.8%
RTX vs NTRS
+7,716.8%
+2,412.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -11.2% | +0.2% | -11.4% | -11.3% |
| 3M | +12.0% | +13.2% | -1.2% | +6.7% |
| 6M | -3.6% | +36.9% | -40.5% | -15.0% |
| YTD | +9.2% | +39.1% | -29.9% | -4.7% |
| 1Y | +29.7% | +50.4% | -20.7% | +9.6% |
| 3Y | +152.0% | +166.8% | -14.8% | +65.5% |
| 5Y | +165.8% | +92.9% | +72.9% | +91.9% |
| 10Y | +285.0% | +255.7% | +29.4% | +116.5% |
| All | +10,128.8% | +7,716.8% | +2,412.0% | +1,826.2% |
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