+162.0%
DAL vs NTRA
+1,679.9%
-1,517.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.1% | +4.8% |
| 7D | +10.0% | -15.4% | +25.5% | +12.5% |
| 30D | +12.0% | -20.0% | +32.1% | +15.3% |
| 3M | +0.8% | -0.5% | +1.3% | +0.3% |
| 6M | +26.2% | +64.9% | -38.8% | +16.0% |
| YTD | +33.7% | +39.9% | -6.2% | +25.3% |
| 1Y | +57.6% | +60.5% | -3.0% | +44.8% |
| 3Y | +183.5% | +605.9% | -422.4% | +113.9% |
| 5Y | +114.2% | +183.0% | -68.8% | +70.1% |
| 10Y | +128.1% | +3,254.9% | -3,126.7% | +33.5% |
| All | +162.0% | +1,679.9% | -1,517.9% | +55.5% |
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