+27.6%
O vs NTR
+37.3%
-9.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -3.5% | -2.5% | -1.0% | -3.3% |
| 30D | -3.3% | +17.0% | -20.4% | -5.0% |
| 3M | -2.8% | +22.2% | -25.0% | -5.1% |
| 6M | -5.8% | +5.2% | -10.9% | -6.5% |
| YTD | +9.4% | +29.7% | -20.3% | +5.3% |
| 1Y | +5.7% | +39.4% | -33.7% | +0.5% |
| All | +27.6% | +37.3% | -9.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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