-99.9%
DFNS vs NTRA
+573.7%
-673.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.3% |
| 7D | +4.6% | +1.6% | +3.1% | +4.9% |
| 30D | -73.9% | +3.8% | -77.6% | -73.8% |
| 3M | -71.7% | +48.2% | -119.9% | -69.7% |
| 6M | -94.6% | +61.0% | -155.5% | -94.1% |
| YTD | -98.1% | +44.2% | -142.3% | -98.0% |
| 1Y | -98.3% | +87.3% | -185.6% | -98.1% |
| 3Y | -99.9% | +509.4% | -609.3% | -99.9% |
| 5Y | -99.9% | +175.1% | -275.0% | -99.8% |
| All | -99.9% | +573.7% | -673.6% | -99.8% |
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