+499.9%
DDOG vs NTRA
+884.5%
-384.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +6.5% |
| 7D | +7.7% | +1.6% | +6.1% | +7.1% |
| 30D | -13.6% | +3.8% | -17.4% | -14.9% |
| 3M | -0.9% | +48.2% | -49.2% | -15.0% |
| 6M | +75.2% | +61.0% | +14.3% | +43.9% |
| YTD | +65.7% | +44.2% | +21.5% | +41.7% |
| 1Y | +60.4% | +87.3% | -26.9% | +24.1% |
| 3Y | +130.7% | +509.4% | -378.8% | +10.2% |
| 5Y | +59.9% | +175.1% | -115.2% | -9.0% |
| All | +499.9% | +884.5% | -384.6% | +112.6% |
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