+90.2%
NTR vs COO
-0.9%
+91.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.3% | -22.5% | +21.2% | +6.1% |
| 30D | +16.8% | -29.7% | +46.5% | +29.3% |
| 3M | +20.7% | -20.1% | +40.9% | +28.1% |
| 6M | +0.5% | -26.9% | +27.4% | +9.1% |
| YTD | +29.2% | -34.2% | +63.4% | +44.9% |
| 1Y | +39.6% | -21.3% | +60.8% | +46.6% |
| 3Y | +37.9% | -38.7% | +76.5% | +52.5% |
| 5Y | +47.1% | -52.2% | +99.3% | +76.9% |
| All | +90.2% | -0.9% | +91.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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