+75.9%
DE vs NTR
+36.8%
+39.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +9.0% | +16.8% | -7.7% | +4.6% |
| 3M | +19.1% | +20.7% | -1.6% | +12.9% |
| 6M | +14.4% | +0.5% | +13.8% | +13.5% |
| YTD | +45.9% | +29.2% | +16.8% | +33.3% |
| 1Y | +43.6% | +39.6% | +4.0% | +27.3% |
| 3Y | +75.9% | +37.9% | +38.0% | +54.4% |
| All | +75.9% | +36.8% | +39.1% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling