+112.2%
DT vs NTR
+86.3%
+25.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.5% | +0.5% | -1.1% | -0.7% |
| 30D | +0.1% | +21.7% | -21.7% | -4.9% |
| 3M | +24.1% | +22.8% | +1.3% | +17.3% |
| 6M | +30.1% | +8.2% | +21.9% | +26.1% |
| YTD | +16.8% | +32.9% | -16.2% | +6.3% |
| 1Y | -0.1% | +45.3% | -45.4% | -11.7% |
| 3Y | +6.8% | +41.7% | -34.8% | -6.6% |
| 5Y | -28.4% | +49.8% | -78.2% | -44.0% |
| All | +112.2% | +86.3% | +25.9% | +40.0% |
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