+12.6%
COMP vs NTR
+44.9%
-32.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -2.8% |
| 7D | +4.1% | +3.8% | +0.2% | +5.5% |
| 30D | -14.5% | +25.2% | -39.8% | -7.1% |
| 3M | +41.8% | +21.0% | +20.8% | +53.0% |
| 6M | +23.6% | +7.6% | +16.0% | +29.2% |
| YTD | +1.7% | +32.9% | -31.2% | +7.0% |
| 1Y | +12.6% | +43.1% | -30.5% | +17.7% |
| All | +12.6% | +44.9% | -32.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling