+282.4%
BHP vs NTR
+103.7%
+178.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +4.0% | +21.7% | -17.7% | -4.9% |
| 3M | +11.3% | +22.8% | -11.5% | +1.0% |
| 6M | +29.3% | +8.2% | +21.1% | +22.5% |
| YTD | +59.2% | +32.9% | +26.3% | +36.6% |
| 1Y | +80.8% | +45.3% | +35.5% | +47.5% |
| 3Y | +88.0% | +41.7% | +46.3% | +51.2% |
| 5Y | +126.6% | +49.8% | +76.8% | +63.1% |
| All | +282.4% | +103.7% | +178.8% | +112.8% |
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