+319.1%
DELL vs NTR
+43.1%
+276.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +14.9% | +8.1% | +6.8% | +14.2% |
| 30D | +13.3% | +18.8% | -5.5% | +11.6% |
| 3M | +24.4% | +16.2% | +8.2% | +22.9% |
| 6M | +258.0% | +9.8% | +248.3% | +251.1% |
| YTD | +320.2% | +30.9% | +289.3% | +306.1% |
| 1Y | +319.1% | +41.8% | +277.3% | +310.4% |
| All | +319.1% | +43.1% | +276.0% | +310.4% |
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 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