-10.2%
DOW vs NTR
+88.8%
-99.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.2% |
| 7D | -2.4% | -2.5% | +0.1% | -1.1% |
| 30D | -4.1% | +17.0% | -21.1% | -12.1% |
| 3M | -12.4% | +22.2% | -34.6% | -21.7% |
| 6M | -10.6% | +5.2% | -15.8% | -13.0% |
| YTD | +31.1% | +29.7% | +1.4% | +14.2% |
| 1Y | +30.5% | +39.4% | -8.9% | +8.8% |
| 3Y | -34.4% | +38.2% | -72.6% | -46.5% |
| 5Y | -35.5% | +47.6% | -83.1% | -58.1% |
| All | -10.2% | +88.8% | -99.1% | -53.2% |
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