-35.7%
AUR vs NTRA
+231.4%
-267.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -6.4% | +4.1% | -10.5% | -8.1% |
| 3M | +7.7% | +50.0% | -42.3% | -12.1% |
| 6M | +44.5% | +67.3% | -22.8% | +10.7% |
| YTD | +67.4% | +43.6% | +23.9% | +36.9% |
| 1Y | +15.4% | +89.2% | -73.8% | -17.3% |
| 3Y | +94.8% | +502.5% | -407.7% | -18.5% |
| 5Y | -35.1% | +173.8% | -208.9% | -71.4% |
| All | -35.7% | +231.4% | -267.1% | -72.0% |
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 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