+66.4%
O vs NTR
+103.7%
-37.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -2.4% | +21.7% | -24.2% | -7.1% |
| 3M | -0.6% | +22.8% | -23.3% | -5.8% |
| 6M | -5.0% | +8.2% | -13.2% | -7.6% |
| YTD | +10.4% | +32.9% | -22.5% | +1.4% |
| 1Y | +6.6% | +45.3% | -38.8% | -4.7% |
| 3Y | +28.4% | +41.7% | -13.3% | +13.5% |
| 5Y | +15.3% | +49.8% | -34.5% | -9.9% |
| All | +66.4% | +103.7% | -37.3% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling