+167.2%
NTRS vs COO
-38.7%
+205.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +1.4% | -22.5% | +23.9% | +7.7% |
| 30D | -0.7% | -29.7% | +29.1% | +8.3% |
| 3M | +11.3% | -20.1% | +31.5% | +16.8% |
| 6M | +35.5% | -26.9% | +62.4% | +45.8% |
| YTD | +40.6% | -34.2% | +74.8% | +56.2% |
| 1Y | +49.2% | -21.3% | +70.5% | +56.4% |
| 3Y | +167.2% | -38.7% | +205.9% | +183.1% |
| All | +167.2% | -38.7% | +205.9% | +183.1% |
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