+140.9%
IR vs NTR
+103.6%
+37.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.2% |
| 7D | +0.6% | +3.8% | -3.2% | -0.7% |
| 30D | -13.6% | +25.2% | -38.9% | -20.3% |
| 3M | +3.7% | +21.0% | -17.3% | -3.6% |
| 6M | -13.1% | +7.6% | -20.7% | -16.8% |
| YTD | -5.1% | +32.9% | -38.0% | -16.6% |
| 1Y | -6.5% | +43.1% | -49.5% | -20.6% |
| 3Y | +8.5% | +41.6% | -33.1% | -9.8% |
| 5Y | +43.3% | +54.8% | -11.5% | -1.7% |
| All | +140.9% | +103.6% | +37.3% | +28.4% |
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