-98.3%
DFNS vs NTRA
+96.0%
-194.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -16.0% | +0.6% | -16.6% | -16.2% |
| 30D | -77.7% | +19.5% | -97.2% | -79.2% |
| 3M | -77.2% | +47.8% | -124.9% | -80.6% |
| 6M | -95.2% | +61.6% | -156.8% | -96.2% |
| YTD | -98.0% | +43.3% | -141.2% | -98.4% |
| 1Y | -98.3% | +97.0% | -195.3% | -99.1% |
| All | -98.3% | +96.0% | -194.3% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling