+2,285.6%
D vs NTRS
+7,620.3%
-5,334.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.8% | +1.7% | -0.9% | +0.4% |
| 30D | -0.7% | +0.1% | -0.9% | -0.8% |
| 3M | +2.1% | +9.8% | -7.8% | +0.1% |
| 6M | +6.8% | +34.7% | -27.8% | +0.5% |
| YTD | +16.5% | +37.4% | -20.9% | +8.9% |
| 1Y | +19.2% | +48.2% | -29.0% | +9.5% |
| 3Y | +61.9% | +163.5% | -101.6% | +31.6% |
| 5Y | +6.5% | +88.2% | -81.7% | -9.1% |
| 10Y | +35.3% | +246.8% | -211.6% | -0.4% |
| All | +2,285.6% | +7,620.3% | -5,334.8% | +996.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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