+161.6%
CBOE vs NTR
+98.7%
+62.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.1% |
| 7D | -3.7% | -2.5% | -1.2% | -3.3% |
| 30D | +2.0% | +17.0% | -15.1% | -0.7% |
| 3M | -4.2% | +22.2% | -26.4% | -7.5% |
| 6M | +1.2% | +5.2% | -4.0% | -0.1% |
| YTD | +15.4% | +29.7% | -14.3% | +9.8% |
| 1Y | +23.5% | +39.4% | -15.9% | +15.9% |
| 3Y | +93.2% | +38.2% | +55.0% | +79.6% |
| 5Y | +142.0% | +47.6% | +94.3% | +109.9% |
| All | +161.6% | +98.7% | +62.9% | +74.6% |
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 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