-98.3%
DFNS vs NTRA
+92.9%
-191.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -6.3% | +0.2% | -6.6% | -6.5% |
| 30D | -74.0% | +4.1% | -78.1% | -74.2% |
| 3M | -70.1% | +50.0% | -120.2% | -74.8% |
| 6M | -93.9% | +67.3% | -161.2% | -95.3% |
| YTD | -98.1% | +43.6% | -141.7% | -98.5% |
| 1Y | -98.3% | +89.2% | -187.5% | -99.2% |
| All | -98.3% | +92.9% | -191.2% | -99.2% |
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