+4.3%
DT vs NTR
+43.1%
-38.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.7% |
| 7D | -3.3% | +8.1% | -11.4% | -2.8% |
| 30D | +2.0% | +18.8% | -16.7% | +3.1% |
| 3M | +20.0% | +16.2% | +3.8% | +21.1% |
| 6M | +39.3% | +9.8% | +29.5% | +40.0% |
| YTD | +19.8% | +30.9% | -11.1% | +21.1% |
| 1Y | +4.3% | +41.8% | -37.5% | +4.5% |
| All | +4.3% | +43.1% | -38.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling