+105.0%
DAL vs NTRA
+2,796.3%
-2,691.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.4% |
| 7D | +1.4% | -11.2% | +12.6% | +3.0% |
| 30D | +9.1% | -18.4% | +27.5% | +12.1% |
| 3M | -3.5% | +2.2% | -5.7% | -4.4% |
| 6M | +23.4% | +58.1% | -34.8% | +13.3% |
| YTD | +26.0% | +41.0% | -14.9% | +17.3% |
| 1Y | +44.6% | +54.1% | -9.5% | +32.7% |
| 3Y | +162.7% | +590.9% | -428.2% | +93.8% |
| 5Y | +113.0% | +180.7% | -67.7% | +66.0% |
| All | +105.0% | +2,796.3% | -2,691.3% | +14.5% |
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 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