+894.2%
DD vs NTRS
+7,716.8%
-6,822.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | -5.4% | +13.2% | -18.6% | -10.7% |
| 6M | -6.9% | +36.9% | -43.8% | -19.4% |
| YTD | +6.9% | +39.1% | -32.2% | -8.4% |
| 1Y | +35.6% | +50.4% | -14.8% | +12.2% |
| 3Y | +42.5% | +166.8% | -124.2% | -9.8% |
| 5Y | +58.5% | +92.9% | -34.4% | +13.8% |
| 10Y | +65.7% | +255.7% | -189.9% | -9.6% |
| All | +894.2% | +7,716.8% | -6,822.6% | +108.7% |
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