+59.8%
ON vs NTR
+45.7%
+14.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.4% | -1.3% | +3.6% | +2.8% |
| 30D | -8.6% | +16.8% | -25.4% | -13.4% |
| 3M | -34.3% | +20.7% | -55.1% | -38.8% |
| 6M | +28.5% | +0.5% | +28.0% | +26.8% |
| YTD | +40.6% | +29.2% | +11.4% | +25.7% |
| 1Y | +55.3% | +39.6% | +15.7% | +34.1% |
| 3Y | -22.2% | +37.9% | -60.1% | -34.0% |
| All | +59.8% | +45.7% | +14.1% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling