+57.3%
DIA vs NTR
+37.3%
+20.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.4% |
| 7D | -3.0% | -2.5% | -0.5% | -2.8% |
| 30D | -3.0% | +17.0% | -20.0% | -4.4% |
| 3M | +4.5% | +22.2% | -17.7% | +2.4% |
| 6M | +9.8% | +5.2% | +4.6% | +8.9% |
| YTD | +9.3% | +29.7% | -20.4% | +4.9% |
| 1Y | +16.0% | +39.4% | -23.4% | +9.8% |
| All | +57.3% | +37.3% | +20.1% | +47.1% |
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