-74.2%
OPEN vs NTRS
+175.9%
-250.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.2% |
| 7D | -11.4% | +1.4% | -12.8% | -12.5% |
| 30D | -20.1% | -0.7% | -19.4% | -19.8% |
| 3M | -37.6% | +11.3% | -48.9% | -43.1% |
| 6M | -47.1% | +35.5% | -82.6% | -59.3% |
| YTD | -52.1% | +40.6% | -92.7% | -64.4% |
| 1Y | -73.5% | +49.2% | -122.7% | -81.2% |
| 3Y | -24.4% | +167.2% | -191.6% | -66.3% |
| 5Y | -85.1% | +94.9% | -180.1% | -91.8% |
| All | -74.2% | +175.9% | -250.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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