+46.1%
DE vs NTR
+36.7%
+9.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.7% |
| 7D | +5.6% | +4.3% | +1.2% | +4.6% |
| 30D | -0.8% | +2.6% | -3.4% | -1.4% |
| 3M | +9.8% | +8.5% | +1.3% | +8.6% |
| 6M | +17.5% | -3.3% | +20.9% | +18.2% |
| YTD | +46.5% | +19.6% | +26.9% | +37.7% |
| 1Y | +46.1% | +37.6% | +8.5% | +34.0% |
| All | +46.1% | +36.7% | +9.4% | +34.0% |
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