+5.7%
COMP vs NTR
+23.4%
-17.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.4% |
| 7D | +8.9% | -1.4% | +10.3% | +8.4% |
| 30D | +14.0% | +2.2% | +11.8% | +14.9% |
| 3M | -21.1% | +6.8% | -28.0% | -18.4% |
| 6M | +20.1% | +0.6% | +19.5% | +22.1% |
| YTD | -5.0% | +18.2% | -23.2% | -4.7% |
| 1Y | +5.7% | +21.3% | -15.6% | +4.9% |
| All | +5.7% | +23.4% | -17.7% | +4.9% |
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