+114.1%
DT vs NTRS
+139.6%
-25.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | +3.0% | -0.7% | +3.7% | +3.3% |
| 3M | +26.5% | +11.3% | +15.2% | +21.2% |
| 6M | +35.9% | +35.5% | +0.4% | +19.7% |
| YTD | +17.8% | +40.6% | -22.8% | +2.1% |
| 1Y | +4.1% | +49.2% | -45.2% | -12.2% |
| 3Y | +5.3% | +167.2% | -161.9% | -30.8% |
| 5Y | -27.2% | +94.9% | -122.1% | -46.6% |
| All | +114.1% | +139.6% | -25.4% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling