+194.3%
NOK vs NTRS
+168.2%
+26.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | +11.0% | +1.4% | +9.6% | +10.4% |
| 30D | +7.8% | -0.7% | +8.5% | +8.1% |
| 3M | -21.0% | +11.3% | -32.3% | -23.7% |
| 6M | +40.9% | +35.5% | +5.4% | +28.4% |
| YTD | +72.0% | +40.6% | +31.4% | +54.8% |
| 1Y | +140.9% | +49.2% | +91.7% | +112.8% |
| 3Y | +194.3% | +167.2% | +27.0% | +103.4% |
| All | +194.3% | +168.2% | +26.1% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling