+135.0%
DAL vs NTRA
+2,995.7%
-2,860.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -11.7% | +3.8% | -15.5% | -12.3% |
| 3M | -2.7% | +48.2% | -51.0% | -9.2% |
| 6M | +30.7% | +61.0% | -30.3% | +20.0% |
| YTD | +14.4% | +44.2% | -29.8% | +6.6% |
| 1Y | +31.2% | +87.3% | -56.1% | +17.3% |
| 3Y | +99.4% | +509.4% | -410.0% | +49.6% |
| 5Y | +98.6% | +175.1% | -76.6% | +55.4% |
| 10Y | +135.0% | +3,203.1% | -3,068.1% | +26.2% |
| All | +135.0% | +2,995.7% | -2,860.7% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling