-10.2%
DOW vs NTRS
+146.6%
-156.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | 0.0% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -4.1% | +0.2% | -4.2% | -4.4% |
| 3M | -12.4% | +13.2% | -25.6% | -19.7% |
| 6M | -10.6% | +36.9% | -47.6% | -28.2% |
| YTD | +31.1% | +39.1% | -8.0% | +3.6% |
| 1Y | +30.5% | +50.4% | -19.9% | -2.2% |
| 3Y | -34.4% | +166.8% | -201.2% | -67.8% |
| 5Y | -35.5% | +92.9% | -128.4% | -62.2% |
| All | -10.2% | +146.6% | -156.8% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling