+5,230.9%
O vs NTRS
+3,761.2%
+1,469.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -2.9% | +1.4% | -4.2% | -3.3% |
| 30D | -4.5% | -0.7% | -3.9% | -4.4% |
| 3M | -2.6% | +11.3% | -14.0% | -6.5% |
| 6M | -5.6% | +35.5% | -41.2% | -15.8% |
| YTD | +9.3% | +40.6% | -31.3% | -4.3% |
| 1Y | +4.3% | +49.2% | -44.9% | -10.8% |
| 3Y | +27.4% | +167.2% | -139.8% | -13.9% |
| 5Y | +17.1% | +94.9% | -77.9% | -14.2% |
| 10Y | +53.7% | +259.5% | -205.7% | -15.1% |
| All | +5,230.9% | +3,761.2% | +1,469.7% | +1,982.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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