+7,675.4%
NTRS vs COO
+5,454.1%
+2,221.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +0.5% |
| 7D | +0.9% | -9.0% | +9.8% | +1.8% |
| 30D | -1.2% | -16.8% | +15.6% | +0.6% |
| 3M | +8.8% | -7.5% | +16.3% | +9.5% |
| 6M | +34.7% | -16.3% | +51.0% | +36.8% |
| YTD | +37.2% | -22.5% | +59.8% | +40.5% |
| 1Y | +46.3% | -7.0% | +53.3% | +47.0% |
| 3Y | +163.2% | -27.5% | +190.7% | +169.7% |
| 5Y | +86.9% | -43.3% | +130.2% | +95.6% |
| 10Y | +250.9% | +37.6% | +213.3% | +241.4% |
| All | +7,675.4% | +5,454.1% | +2,221.3% | +6,198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling