+138.6%
NOK vs NTRS
+259.9%
-121.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | +11.0% | +1.4% | +9.6% | +10.3% |
| 30D | +7.8% | -0.7% | +8.5% | +8.1% |
| 3M | -21.0% | +11.3% | -32.3% | -24.3% |
| 6M | +40.9% | +35.5% | +5.4% | +24.9% |
| YTD | +72.0% | +40.6% | +31.4% | +49.8% |
| 1Y | +140.9% | +49.2% | +91.7% | +104.2% |
| 3Y | +194.3% | +167.2% | +27.0% | +91.0% |
| 5Y | +112.5% | +94.9% | +17.6% | +54.4% |
| All | +138.6% | +259.9% | -121.4% | +31.0% |
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