+44.6%
RUN vs NTR
+97.9%
-53.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.0% |
| 30D | -13.0% | +16.8% | -29.8% | -20.4% |
| 3M | -31.8% | +20.7% | -52.5% | -39.6% |
| 6M | -32.2% | +0.5% | -32.8% | -34.6% |
| YTD | -53.5% | +29.2% | -82.7% | -62.0% |
| 1Y | -46.5% | +39.6% | -86.1% | -58.9% |
| 3Y | -37.6% | +37.9% | -75.5% | -51.5% |
| 5Y | -80.9% | +47.1% | -127.9% | -87.4% |
| All | +44.6% | +97.9% | -53.3% | -28.5% |
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