+125.1%
DLR vs NTR
+103.6%
+21.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +3.4% | +3.8% | -0.4% | +2.8% |
| 30D | -2.2% | +25.2% | -27.5% | -5.5% |
| 3M | +4.7% | +21.0% | -16.3% | +1.5% |
| 6M | +9.0% | +7.6% | +1.4% | +7.3% |
| YTD | +24.1% | +32.9% | -8.7% | +17.6% |
| 1Y | +20.9% | +43.1% | -22.1% | +12.9% |
| 3Y | +60.0% | +41.6% | +18.4% | +48.1% |
| 5Y | +35.3% | +54.8% | -19.5% | +19.4% |
| All | +125.1% | +103.6% | +21.6% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling