+118.0%
NOK vs NTRS
+47.2%
+70.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -1.8% | +0.4% | -2.1% | -2.0% |
| 30D | +4.7% | +1.7% | +3.0% | +3.9% |
| 3M | -39.7% | +8.9% | -48.5% | -41.6% |
| 6M | +23.1% | +30.6% | -7.5% | +13.0% |
| YTD | +55.0% | +38.7% | +16.3% | +40.8% |
| 1Y | +118.0% | +48.1% | +69.9% | +96.5% |
| All | +118.0% | +47.2% | +70.9% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling