+20.2%
NTR vs DAR
-27.0%
+47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.3% | +11.6% | -11.9% | -3.7% |
| 30D | +2.0% | -10.2% | +12.2% | +5.1% |
| 3M | +6.4% | -14.8% | +21.2% | +11.3% |
| 6M | +1.6% | -10.1% | +11.7% | +4.2% |
| YTD | +18.2% | +55.5% | -37.3% | +2.8% |
| 1Y | +23.9% | +61.7% | -37.7% | +6.4% |
| 3Y | +44.7% | +37.2% | +7.5% | +24.4% |
| All | +20.2% | -27.0% | +47.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling