+5.3%
DT vs NTRS
+168.2%
-162.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.2% |
| 3M | +26.5% | +11.3% | +15.2% | +21.5% |
| 6M | +35.9% | +35.5% | +0.4% | +20.2% |
| YTD | +17.8% | +40.6% | -22.8% | +2.5% |
| 1Y | +4.1% | +49.2% | -45.2% | -11.9% |
| 3Y | +5.3% | +167.2% | -161.9% | -29.5% |
| All | +5.3% | +168.2% | -162.9% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling