+225.4%
ON vs NTR
+103.7%
+121.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | +0.5% | -2.4% | -2.2% |
| 30D | -11.0% | +21.7% | -32.8% | -20.2% |
| 3M | -39.3% | +22.8% | -62.1% | -46.3% |
| 6M | +19.8% | +8.2% | +11.6% | +12.0% |
| YTD | +31.1% | +32.9% | -1.8% | +8.0% |
| 1Y | +46.0% | +45.3% | +0.7% | +13.1% |
| 3Y | -27.5% | +41.7% | -69.2% | -45.1% |
| 5Y | +56.9% | +49.8% | +7.1% | -2.4% |
| All | +225.4% | +103.7% | +121.8% | +41.8% |
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