-84.3%
OPEN vs NTR
+45.7%
-130.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -11.4% | -1.3% | -10.1% | -10.9% |
| 30D | -20.1% | +16.8% | -36.8% | -25.8% |
| 3M | -37.6% | +20.7% | -58.3% | -43.5% |
| 6M | -47.1% | +0.5% | -47.6% | -48.3% |
| YTD | -52.1% | +29.2% | -81.3% | -59.4% |
| 1Y | -73.5% | +39.6% | -113.1% | -78.4% |
| 3Y | -24.4% | +37.9% | -62.3% | -40.0% |
| All | -84.3% | +45.7% | -130.0% | -89.3% |
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