+110.1%
DELL vs NTRS
+37.4%
+72.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.7% | -11.2% | -12.2% |
| 7D | -33.4% | -0.9% | -32.5% | -32.6% |
| 30D | -44.7% | +1.1% | -45.9% | -44.8% |
| 3M | -31.4% | -6.6% | -24.8% | -27.5% |
| 6M | +46.9% | +7.1% | +39.9% | +43.7% |
| YTD | +154.4% | +27.4% | +127.0% | +110.7% |
| 1Y | +110.1% | +36.5% | +73.6% | +56.2% |
| All | +110.1% | +37.4% | +72.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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