+64.1%
DIA vs NTR
+45.7%
+18.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -2.0% | +16.8% | -18.8% | -4.0% |
| 3M | +3.6% | +20.7% | -17.1% | +1.0% |
| 6M | +11.5% | +0.5% | +11.0% | +11.0% |
| YTD | +10.4% | +29.2% | -18.8% | +5.6% |
| 1Y | +15.6% | +39.6% | -24.0% | +9.0% |
| 3Y | +58.9% | +37.9% | +21.0% | +48.3% |
| All | +64.1% | +45.7% | +18.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling