+45.9%
BABA vs NTRA
+1,723.2%
-1,677.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -11.9% | +19.5% | -31.4% | -14.6% |
| 3M | -9.3% | +47.8% | -57.0% | -15.2% |
| 6M | -14.2% | +61.6% | -75.9% | -21.5% |
| YTD | -22.0% | +43.3% | -65.3% | -27.4% |
| 1Y | -12.7% | +97.0% | -109.7% | -22.9% |
| 3Y | +26.7% | +424.9% | -398.3% | -7.1% |
| 5Y | -29.3% | +165.2% | -194.5% | -47.6% |
| 10Y | +21.2% | +3,114.3% | -3,093.1% | -34.3% |
| All | +45.9% | +1,723.2% | -1,677.3% | -22.5% |
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