+143.3%
DELL vs NTR
+36.7%
+106.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -9.0% |
| 7D | -24.6% | +4.3% | -28.9% | -24.8% |
| 30D | -32.5% | +2.6% | -35.1% | -32.5% |
| 3M | -20.2% | +8.5% | -28.7% | -20.2% |
| 6M | +76.5% | -3.3% | +79.8% | +80.1% |
| YTD | +198.9% | +19.6% | +179.3% | +187.9% |
| 1Y | +143.3% | +37.6% | +105.7% | +117.3% |
| All | +143.3% | +36.7% | +106.6% | +117.3% |
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