+724.9%
DELL vs NTR
+36.8%
+688.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.3% | +12.0% |
| 7D | +8.2% | -1.3% | +9.5% | +8.5% |
| 30D | +17.1% | +16.8% | +0.3% | +13.9% |
| 3M | +45.2% | +20.7% | +24.4% | +39.8% |
| 6M | +286.8% | +0.5% | +286.2% | +285.7% |
| YTD | +354.8% | +29.2% | +325.6% | +328.9% |
| 1Y | +358.3% | +39.6% | +318.7% | +323.8% |
| 3Y | +724.9% | +37.9% | +687.0% | +621.4% |
| All | +724.9% | +36.8% | +688.1% | +621.4% |
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