+90.2%
NTR vs SHAK
+46.8%
+43.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.8% |
| 7D | -1.3% | -8.3% | +7.0% | -0.1% |
| 30D | +16.8% | -12.6% | +29.4% | +19.0% |
| 3M | +20.7% | +9.1% | +11.6% | +18.6% |
| 6M | +0.5% | -31.2% | +31.8% | +4.6% |
| YTD | +29.2% | -21.6% | +50.8% | +31.2% |
| 1Y | +39.6% | -38.8% | +78.4% | +47.0% |
| 3Y | +37.9% | +0.6% | +37.3% | +26.5% |
| 5Y | +47.1% | -22.5% | +69.6% | +35.4% |
| All | +90.2% | +46.8% | +43.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 all: compounded portfolio wealth divided by compounded SHAK 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…
all analysis · Full analysis span regression · 6 months rolling