+526.3%
GOOG vs NTR
+98.7%
+427.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | -3.6% | +17.0% | -20.6% | -7.1% |
| 3M | -6.4% | +22.2% | -28.6% | -11.0% |
| 6M | +7.8% | +5.2% | +2.6% | +5.5% |
| YTD | +5.5% | +29.7% | -24.2% | -2.5% |
| 1Y | +38.3% | +39.4% | -1.1% | +24.7% |
| 3Y | +143.1% | +38.2% | +104.9% | +115.5% |
| 5Y | +135.0% | +47.6% | +87.4% | +89.3% |
| All | +526.3% | +98.7% | +427.7% | +318.9% |
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