+404.6%
DHI vs NTRA
+3,199.2%
-2,794.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -5.4% | +4.1% | -9.5% | -6.0% |
| 3M | -10.4% | +50.0% | -60.5% | -16.0% |
| 6M | -2.8% | +67.3% | -70.1% | -10.7% |
| YTD | -3.4% | +43.6% | -47.0% | -9.6% |
| 1Y | -22.9% | +89.2% | -112.2% | -30.9% |
| 3Y | +20.7% | +502.5% | -481.9% | -12.3% |
| 5Y | +62.1% | +173.8% | -111.6% | +24.1% |
| All | +404.6% | +3,199.2% | -2,794.6% | +194.5% |
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