-37.1%
DOW vs NTR
+45.7%
-82.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | -3.9% | +16.8% | -20.7% | -9.8% |
| 3M | -12.7% | +20.7% | -33.4% | -19.1% |
| 6M | -13.7% | +0.5% | -14.2% | -13.9% |
| YTD | +28.4% | +29.2% | -0.8% | +17.3% |
| 1Y | +21.8% | +39.6% | -17.8% | +8.0% |
| 3Y | -35.7% | +37.9% | -73.6% | -43.8% |
| All | -37.1% | +45.7% | -82.9% | -54.3% |
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