+114.1%
DT vs NTR
+81.0%
+33.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +3.0% | +16.8% | -13.7% | -1.1% |
| 3M | +26.5% | +20.7% | +5.8% | +20.0% |
| 6M | +35.9% | +0.5% | +35.4% | +34.4% |
| YTD | +17.8% | +29.2% | -11.4% | +8.0% |
| 1Y | +4.1% | +39.6% | -35.5% | -7.1% |
| 3Y | +5.3% | +37.9% | -32.6% | -7.4% |
| 5Y | -27.2% | +47.1% | -74.2% | -42.9% |
| All | +114.1% | +81.0% | +33.1% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling