-9.0%
AUR vs NTRA
+99.0%
-108.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.1% | -4.6% |
| 7D | -19.8% | -7.9% | -12.0% | -18.0% |
| 30D | -29.0% | -8.1% | -20.9% | -27.5% |
| 3M | -43.6% | +42.1% | -85.7% | -49.8% |
| 6M | -36.6% | +84.8% | -121.5% | -49.4% |
| YTD | +6.3% | +70.7% | -64.4% | -17.2% |
| 1Y | -9.0% | +99.0% | -108.1% | -34.0% |
| All | -9.0% | +99.0% | -108.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling