+249.1%
ON vs NTR
+97.9%
+151.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.4% | -1.3% | +3.6% | +3.0% |
| 30D | -8.6% | +16.8% | -25.4% | -16.2% |
| 3M | -34.3% | +20.7% | -55.1% | -41.4% |
| 6M | +28.5% | +0.5% | +28.0% | +25.2% |
| YTD | +40.6% | +29.2% | +11.4% | +17.6% |
| 1Y | +55.3% | +39.6% | +15.7% | +23.0% |
| 3Y | -22.2% | +37.9% | -60.1% | -40.2% |
| 5Y | +62.4% | +47.1% | +15.3% | +1.7% |
| All | +249.1% | +97.9% | +151.2% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling