+41.9%
NTR vs COO
-27.8%
+69.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.3% | +0.7% |
| 7D | +0.5% | -9.0% | +9.5% | +1.4% |
| 30D | +21.7% | -16.8% | +38.6% | +23.9% |
| 3M | +22.8% | -7.5% | +30.3% | +23.6% |
| 6M | +8.2% | -16.3% | +24.5% | +10.4% |
| YTD | +32.9% | -22.5% | +55.5% | +37.2% |
| 1Y | +45.3% | -7.0% | +52.3% | +45.4% |
| All | +41.9% | -27.8% | +69.6% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling