+49.2%
NTRS vs COO
-20.3%
+69.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +1.4% | -22.5% | +23.9% | +4.8% |
| 30D | -0.7% | -29.7% | +29.1% | +4.4% |
| 3M | +11.3% | -20.1% | +31.5% | +14.0% |
| 6M | +35.5% | -26.9% | +62.4% | +42.6% |
| YTD | +40.6% | -34.2% | +74.8% | +52.4% |
| 1Y | +49.2% | -21.3% | +70.5% | +56.7% |
| All | +49.2% | -20.3% | +69.5% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling