+115.6%
DT vs NTRS
+137.0%
-21.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | +3.5% | +0.2% | +3.4% | +3.4% |
| 3M | +26.7% | +13.2% | +13.5% | +20.5% |
| 6M | +36.1% | +36.9% | -0.8% | +19.3% |
| YTD | +18.6% | +39.1% | -20.5% | +3.2% |
| 1Y | +7.9% | +50.4% | -42.6% | -9.2% |
| 3Y | +8.6% | +166.8% | -158.2% | -28.6% |
| 5Y | -26.7% | +92.9% | -119.5% | -46.0% |
| All | +115.6% | +137.0% | -21.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling