+134.2%
DTE vs NTRS
+259.9%
-125.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -2.6% | +1.4% | -3.9% | -3.0% |
| 30D | -4.4% | -0.7% | -3.7% | -4.3% |
| 3M | -8.3% | +11.3% | -19.7% | -11.2% |
| 6M | -8.1% | +35.5% | -43.6% | -16.1% |
| YTD | +4.4% | +40.6% | -36.2% | -6.1% |
| 1Y | +0.2% | +49.2% | -49.0% | -11.7% |
| 3Y | +42.6% | +167.2% | -124.6% | +3.1% |
| 5Y | +31.5% | +94.9% | -63.5% | +1.8% |
| All | +134.2% | +259.9% | -125.7% | +54.1% |
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