-28.3%
ON vs NTR
+37.3%
-65.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.6% |
| 7D | -4.7% | -2.5% | -2.3% | -4.2% |
| 30D | -13.5% | +17.0% | -30.5% | -16.8% |
| 3M | -36.3% | +22.2% | -58.5% | -39.7% |
| 6M | +17.8% | +5.2% | +12.6% | +15.1% |
| YTD | +29.6% | +29.7% | -0.1% | +17.8% |
| 1Y | +45.8% | +39.4% | +6.4% | +28.7% |
| All | -28.3% | +37.3% | -65.6% | -38.1% |
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