+247.6%
DIA vs NTRS
+259.9%
-12.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -1.6% | +1.4% | -2.9% | -2.1% |
| 30D | -2.0% | -0.7% | -1.4% | -1.8% |
| 3M | +3.6% | +11.3% | -7.7% | -1.1% |
| 6M | +11.5% | +35.5% | -24.0% | -2.2% |
| YTD | +10.4% | +40.6% | -30.2% | -5.0% |
| 1Y | +15.6% | +49.2% | -33.6% | -3.1% |
| 3Y | +58.9% | +167.2% | -108.4% | +1.5% |
| 5Y | +65.3% | +94.9% | -29.6% | +17.5% |
| All | +247.6% | +259.9% | -12.3% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling