+146.1%
RF vs NTR
+100.5%
+45.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +1.3% | +8.1% | -6.8% | -2.3% |
| 30D | -3.6% | +18.8% | -22.4% | -11.2% |
| 3M | +8.1% | +16.2% | -8.1% | 0.0% |
| 6M | +11.5% | +9.8% | +1.7% | +4.2% |
| YTD | +15.6% | +30.9% | -15.3% | -1.9% |
| 1Y | +15.7% | +41.8% | -26.1% | -6.4% |
| 3Y | +86.9% | +35.8% | +51.1% | +49.6% |
| 5Y | +89.8% | +51.0% | +38.8% | +17.9% |
| All | +146.1% | +100.5% | +45.5% | +6.5% |
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