+337.8%
ADP vs NTRA
+1,723.2%
-1,385.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +2.8% | +19.5% | -16.7% | +0.7% |
| 3M | +20.9% | +47.8% | -26.8% | +15.8% |
| 6M | +29.9% | +61.6% | -31.8% | +22.7% |
| YTD | +9.6% | +43.3% | -33.6% | +4.7% |
| 1Y | -5.3% | +97.0% | -102.3% | -12.6% |
| 3Y | +16.5% | +424.9% | -408.4% | -4.6% |
| 5Y | +49.4% | +165.2% | -115.8% | +25.3% |
| 10Y | +282.2% | +3,114.3% | -2,832.1% | +148.1% |
| All | +337.8% | +1,723.2% | -1,385.4% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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