+489.1%
DDOG vs NTRA
+880.4%
-391.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -8.2% | +4.1% | -12.3% | -9.6% |
| 3M | -5.6% | +50.0% | -55.6% | -19.3% |
| 6M | +73.5% | +67.3% | +6.2% | +40.5% |
| YTD | +62.7% | +43.6% | +19.1% | +39.4% |
| 1Y | +59.0% | +89.2% | -30.3% | +22.6% |
| 3Y | +117.1% | +502.5% | -385.4% | +4.1% |
| 5Y | +61.3% | +173.8% | -112.5% | -8.1% |
| All | +489.1% | +880.4% | -391.3% | +109.1% |
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