-44.8%
COMP vs NTR
+71.0%
-115.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +1.4% | +8.1% | -6.7% | -1.4% |
| 30D | -13.3% | +18.8% | -32.1% | -18.7% |
| 3M | +41.1% | +16.2% | +24.9% | +32.7% |
| 6M | +17.2% | +9.8% | +7.4% | +9.9% |
| YTD | +5.2% | +30.9% | -25.7% | -9.7% |
| 1Y | +18.9% | +41.8% | -22.8% | -2.7% |
| 3Y | +215.9% | +35.8% | +180.1% | +157.6% |
| 5Y | -31.2% | +51.0% | -82.2% | -47.6% |
| All | -44.8% | +71.0% | -115.9% | -60.1% |
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