+255.5%
NTRS vs DAR
+366.1%
-110.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.7% | +2.6% | -3.3% | -1.9% |
| 3M | +11.3% | +14.2% | -2.9% | +5.6% |
| 6M | +35.5% | +17.2% | +18.3% | +26.9% |
| YTD | +40.6% | +80.9% | -40.3% | +13.2% |
| 1Y | +49.2% | +104.0% | -54.8% | +14.0% |
| 3Y | +167.2% | +3.6% | +163.6% | +149.7% |
| 5Y | +94.9% | -7.8% | +102.7% | +81.0% |
| All | +255.5% | +366.1% | -110.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling