+38.3%
DD vs NTR
+43.1%
-4.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -3.5% | +8.1% | -11.6% | -4.5% |
| 30D | -10.3% | +18.8% | -29.1% | -12.4% |
| 3M | -7.5% | +16.2% | -23.8% | -9.6% |
| 6M | -8.0% | +9.8% | -17.8% | -10.1% |
| YTD | +10.5% | +30.9% | -20.4% | +5.7% |
| 1Y | +38.3% | +41.8% | -3.5% | +31.0% |
| All | +38.3% | +43.1% | -4.8% | +31.0% |
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