+57.7%
DD vs NTRS
+93.2%
-35.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | -3.5% | +1.4% | -4.9% | -4.2% |
| 30D | -11.7% | -0.7% | -11.0% | -11.4% |
| 3M | -9.2% | +11.3% | -20.6% | -14.5% |
| 6M | -7.2% | +35.5% | -42.7% | -21.4% |
| YTD | +6.6% | +40.6% | -34.0% | -11.9% |
| 1Y | +32.0% | +49.2% | -17.2% | +5.5% |
| 3Y | +42.1% | +167.2% | -125.1% | -18.5% |
| All | +57.7% | +93.2% | -35.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling