+37.9%
NTR vs DTE
+43.4%
-5.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.5% |
| 30D | +16.8% | -4.4% | +21.2% | +18.3% |
| 3M | +20.7% | -8.3% | +29.1% | +23.6% |
| 6M | +0.5% | -8.1% | +8.6% | +2.6% |
| YTD | +29.2% | +4.4% | +24.8% | +25.9% |
| 1Y | +39.6% | +0.2% | +39.4% | +37.9% |
| 3Y | +37.9% | +42.6% | -4.7% | +14.5% |
| All | +37.9% | +43.4% | -5.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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